Benchmark Morningstar Category

Asset Allocation

 

SLI10085

 
  Type % Net % Short % Long Benchmark Cat Avg
As of 31/05/2018
Cash 4.35 4.35 0.00 5.33
Canadian Equity 31.81 31.81 48.95 30.45
U.S. Equity 20.42 20.42 0.56 14.30
International Equity 3.02 3.02 0.49 5.79
Fixed Income 39.47 39.47 0.00 38.72
Other 0.92 0.92 50.00 5.42
 

Style Details

Avg Market Cap CAD
52,025 mil
 
Benchmark Market Cap CAD
25,961 mil
 
Category Avg Market Cap CAD
44,233 mil
Market Capitalization
Size % of Portfolio Benchmark Category Avg
Giant 55.25 43.32 50.37
Large 23.78 27.42 25.49
Medium 15.86 22.01 19.85
Small 5.11 7.08 3.86
Micro 0.00 0.17 0.43
Value & Growth Measures
Stock Portfolio Benchmark Category Avg
As of 31/05/2018
*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* 16.43 15.26 15.59
Price/Book* 2.67 1.76 2.10
Price/Sales* 2.34 1.82 1.67
Price/Cash Flow* 9.12 5.89 6.77
Dividend Yield %* 2.44 2.96 2.85
Long-Term Earnings % 10.18 11.36 10.31
Historical Earnings % 13.16 11.24 8.87
Sales Growth % 4.47 1.35 -11.00
Cash-Flow Growth % 6.41 5.10 -11.02
Book-Value Growth % 5.80 4.37 4.93
 
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 31/05/2018
Style Box Detail calculations do not include the fund's short positions (if any).
2018* 55.25
2017 57.35
2016 56.60
2015 47.35
2014 50.52
Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 31/05/2018
2018 39.47
2017 36.17
2016 39.95
2015 44.54
2014 40.10
 
Bond Statistics
Detail Value
As of 31/05/2018, *As of 31/05/2018
Average Effective Duration
Average Effective Maturity (Years)*
Average Credit Quality A
Average Weighted Coupon* 3.47
Average Weighted Price* 106.66
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 26.32 33.97
AA 40.09 17.79
A 11.35 33.99
BBB 15.30 14.25
BB 0.33 0.00
B 0.00 0.00
Below B 0.00 0.00
Not Rated 6.61 0.00
As of 31/05/2018
Credit Quality is calculated only using the long position holdings of the portfolio.

Sector Weight

% Stocks Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
Cyclical
Basic Materials 1.55 11.57 5.25
Consumer Cyclical 8.03 4.89 7.46
Financial Services 33.35 33.75 28.78
Real Estate 1.54 2.80 3.52
Sensitive
Communication Services 6.74 5.15 6.85
Energy 9.10 19.17 11.72
Industrials 13.22 9.72 10.61
Technology 8.92 4.16 8.78
Defensive
Consumer Defensive 7.39 4.07 8.73
Healthcare 7.17 1.25 5.20
Utilities 3.00 3.46 3.08
As of 31/05/2018
Sector data is calculated only using the long position holdings of the portfolio.
Fixed-Income Sectors
Type % Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
Government 23.34 17.53
       
Corporate 17.05 21.00
       
Securitized 0.00 1.49
       
Municipal 0.00 0.00
       
Cash & Equivalents 4.35 4.78
       
Other 0.00 0.55
As of 31/05/2018
Sector data is calculated only using the rescaled long position holdings of the portfolio.
Coupon Range
Type % Bonds Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
0% 0.00 1.17
0% to 4% 66.51 0.00 67.71
4% to 6% 30.68 0.00 21.41
6% to 8% 2.80 0.00 8.00
8% to 10% 0.00 0.00 1.34
10% to 12% 0.00 0.00 0.30
More than 12% 0.00 0.00 0.08
As of 31/05/2018
Sector data is calculated only using the long position holdings of the portfolio.

Top 10 Country Breakdown

 
% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
Canada 95.97 84.31
United States 3.90 12.33
United Kingdom 0.13 0.54
As of 31/05/2018
Country breakdown data is calculated only using the long rescaled holdings of the portfolio.

Bond Maturity Breakdown

 
% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 20.41 12.83
3 to 5 Years 14.32 20.24
5 to 7 Years 7.72 16.63
7 to 10 Years 16.03 15.09
10 to 15 Years 8.16 4.52
15 to 20 Years 3.93 3.13
20 to 30 Years 19.41 15.22
Over 30 Years 6.45 7.45
As of 31/05/2018

World Regions – Country Breakdown

 
% Stocks Benchmark Category Avg
As of 31/05/2018
Region breakdown data is calculated by using the long position holdings of the portfolio equity part only.
  Americas 94.53 99.18 89.00
North America 94.53 99.02 88.82
  United States 36.96 1.12 28.38
  Canada 57.57 97.89 60.44
Latin America 0.00 0.17 0.18
  Brazil 0.00 0.00 0.10
  Argentina 0.00 0.00 0.01
  Colombia 0.00 0.07 0.01
  Chile 0.00 0.00 0.01
  Mexico 0.00 0.00 0.02
  Peru 0.00 0.10 0.02
  Greater Europe 3.40 0.20 6.75
United Kingdom 1.73 0.09 2.40
  United Kingdom 1.73 0.09 2.40
Europe Developed 1.67 0.00 4.11
  Ireland 0.00 0.00 0.07
  Finland 0.00 0.00 0.08
  Greece 0.00 0.00 0.01
  Luxembourg 0.00 0.00 0.02
  Italy 0.00 0.00 0.16
  France 0.00 0.00 0.87
  Spain 0.00 0.00 0.13
  Germany 0.00 0.00 0.94
  Austria 0.00 0.00 0.01
  Belgium 0.00 0.00 0.07
  Netherlands 0.00 0.00 0.46
  Portugal 0.00 0.00 0.01
  Sweden 0.00 0.00 0.24
  Norway 0.00 0.00 0.15
  Denmark 0.00 0.00 0.19
  Switzerland 1.67 0.00 0.71
Europe Emerging 0.00 0.03 0.09
  Hungary 0.00 0.00 0.01
  Turkey 0.00 0.03 0.02
  Poland 0.00 0.00 0.01
  Russia 0.00 0.00 0.04
Africa/Middle East 0.00 0.08 0.16
  South Africa 0.00 0.00 0.10
  Côte d'Ivoire 0.00 0.08 0.01
  Israel 0.00 0.00 0.04
  Greater Asia 2.06 0.61 4.25
Japan 0.00 0.00 1.53
  Japan 0.00 0.00 1.53
Australasia 2.06 0.61 0.63
  Australia 2.06 0.61 0.62
  New Zealand 0.00 0.00 0.01
Asia Developed 0.00 0.00 0.96
  Singapore 0.00 0.00 0.19
  Taiwan 0.00 0.00 0.24
  South Korea 0.00 0.00 0.31
  Macao 0.00 0.00 0.01
  Hong Kong 0.00 0.00 0.21
Asia Emerging 0.00 0.00 1.13
  Indonesia 0.00 0.00 0.02
  India 0.00 0.00 0.20
  China 0.00 0.00 0.85
  Thailand 0.00 0.00 0.03
  Malaysia 0.00 0.00 0.01
  Philippines 0.00 0.00 0.01
  Papua New Guinea 0.00 0.00 0.01
Market Classification
% Developed Markets 100.00 99.72 98.49
% Emerging Markets 0.00 0.28 1.51
 
Greater Asia Americas Greater Europe
Certain information included herein is derived by Morningstar in part from MSCI’s Index Constituents (the “Index Data”). However, MSCI has not reviewed any information contained herein and does not endorse or express any opinion such information or analysis. Neither MSCI nor any third party involved in or related to the computing or compiling of the Index Data makes any express or implied warranties, representations or guarantees concerning the Index Data or any information or data derived therefrom, and in no event will MSCI or any third party have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) relating to any use of this information. None of the Index Data is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision and may not be relied on as such. All Index Data and any information derived therefrom is for your internal use only and may not be further redistributed or used to create any financial instruments or products or indices.