Benchmark Morningstar Category

Asset Allocation

 

MAW102

 
  Type % Net % Short % Long Benchmark Cat Avg
As of 31/03/2018
Cash 2.20 2.20 0.01 2.05
Canadian Equity 0.00 0.00 0.00 0.39
U.S. Equity 5.44 5.44 1.00 2.33
International Equity 85.89 85.89 98.90 94.22
Fixed Income 0.00 0.00 0.00 0.03
Other 6.47 6.47 0.09 0.98
 

Style Details

Avg Market Cap CAD
23,750 mil
 
Benchmark Market Cap CAD
35,636 mil
 
Category Avg Market Cap CAD
41,465 mil
Market Capitalization
Size % of Portfolio Benchmark Category Avg
Giant 27.45 50.78 51.54
Large 38.43 36.91 28.52
Medium 31.80 12.28 17.85
Small 2.33 0.01 1.97
Micro 0.00 0.01 0.12
Value & Growth Measures
Stock Portfolio Benchmark Category Avg
As of 31/03/2018
*Forward-looking based on historical data
Style and Market Cap Breakdown and Value and Growth Measures are calculated only using the long position holdings of the portfolio.
Price/Prospective Earnings* 18.13 14.00 14.82
Price/Book* 3.03 1.54 1.80
Price/Sales* 2.20 1.14 1.36
Price/Cash Flow* 11.85 4.51 5.52
Dividend Yield %* 2.13 3.26 2.92
Long-Term Earnings % 9.71 9.72 10.12
Historical Earnings % 6.69 9.27 10.19
Sales Growth % 7.93 0.34 2.01
Cash-Flow Growth % 5.95 2.36 3.89
Book-Value Growth % 10.61 3.73 4.73
 
Ownership Zone
Weighted Average of holdings

75% of fund's stock holdings
 
Holdings Style
Portfolio Weight%
> 50% 25–50% 10–25% 0–10%
Investment Style History
Year Style % Equity
*As of 31/03/2018
Style Box Detail calculations do not include the fund's short positions (if any).
2018* 91.33
2017 96.28
2016 95.86
2015 93.61
2014 92.94

Sector Weight

% Stocks Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
Cyclical
Basic Materials 13.16 8.43 8.68
Consumer Cyclical 9.98 12.00 12.28
Financial Services 26.62 21.02 20.10
Real Estate 0.00 3.58 2.06
Sensitive
Communication Services 2.28 4.11 3.64
Energy 1.39 5.43 4.91
Industrials 18.33 13.39 14.05
Technology 10.53 7.50 10.49
Defensive
Consumer Defensive 15.18 11.21 12.48
Healthcare 2.54 10.05 9.32
Utilities 0.00 3.27 1.97
As of 31/03/2018
Sector data is calculated only using the long position holdings of the portfolio.

World Regions – Country Breakdown

 
% Stocks Benchmark Category Avg
As of 31/03/2018
Region breakdown data is calculated by using the long position holdings of the portfolio equity part only.
  Americas 7.86 1.00 3.78
North America 5.95 1.00 2.82
  United States 5.95 1.00 2.41
  Canada 0.00 0.00 0.41
Latin America 1.91 0.00 0.96
  Brazil 1.91 0.00 0.66
  Argentina 0.00 0.00 0.02
  Mexico 0.00 0.00 0.28
  Greater Europe 59.55 62.48 61.39
United Kingdom 22.16 17.06 18.31
  United Kingdom 22.16 17.06 18.31
Europe Developed 35.03 44.96 42.01
  Ireland 4.14 0.35 1.00
  Finland 3.89 1.02 1.07
  Luxembourg 0.00 0.03 0.12
  Italy 0.00 2.08 1.45
  France 7.73 10.22 9.39
  Spain 2.66 3.20 2.44
  Germany 5.29 9.73 8.63
  Austria 0.00 0.27 0.31
  Belgium 2.37 1.14 1.35
  Netherlands 3.31 3.81 4.13
  Portugal 0.00 0.16 0.24
  Sweden 0.00 2.65 1.88
  Norway 0.00 0.69 0.83
  Denmark 1.44 1.82 1.77
  Switzerland 4.20 7.80 7.41
Europe Emerging 0.00 0.00 0.06
  Turkey 0.00 0.00 0.02
  Russia 0.00 0.00 0.04
Africa/Middle East 2.36 0.45 1.01
  South Africa 2.36 0.00 0.56
  Israel 0.00 0.45 0.45
  Greater Asia 32.59 36.52 34.83
Japan 8.60 24.60 19.53
  Japan 8.60 24.60 19.53
Australasia 0.95 6.64 3.96
  Australia 0.95 6.47 3.85
  New Zealand 0.00 0.17 0.10
Asia Developed 7.23 4.70 6.25
  Singapore 4.52 1.55 1.93
  Taiwan 1.55 0.00 0.75
  South Korea 1.15 0.00 1.08
  Macao 0.00 0.11 0.06
  Hong Kong 0.00 3.05 2.43
Asia Emerging 15.81 0.58 5.09
  Indonesia 0.00 0.00 0.07
  India 7.00 0.00 1.59
  China 8.81 0.48 3.17
  Thailand 0.00 0.00 0.13
  Philippines 0.00 0.05 0.07
  Papua New Guinea 0.00 0.05 0.07
Market Classification
% Developed Markets 79.92 99.42 93.33
% Emerging Markets 20.08 0.58 6.67
 
Greater Asia Americas Greater Europe
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