Benchmark Morningstar Category

Asset Allocation

 

SLI105

  Type % Net % Short % Long Benchmark Cat Avg
As of 31/07/2016
Cash 12.55 0.10 12.65 0.00 8.07
Canadian Equity 30.96 0.00 30.96 47.58 30.75
U.S. Equity 16.63 0.00 16.63 2.36 16.10
International Equity 2.93 0.00 2.93 0.04 4.86
Fixed Income 36.94 0.00 36.94 0.00 37.50
Other 0.00 0.00 0.00 50.03 2.71
 
Asset Distribution

Style Details

Avg Market Cap CAD
22,765 mil
 
Benchmark Market Cap CAD
21,057 mil
 
Category Avg Market Cap CAD
31,321 mil
Market Capitalization
Size % of Portfolio Benchmark Category Avg
Giant 39.60 44.55 44.06
Large 21.43 30.22 30.95
Medium 31.36 21.89 21.24
Small 7.61 3.35 3.43
Micro 0.00 0.00 0.32
Value & Growth Measures
Stock Portfolio Benchmark Category Avg
As of 31/07/2016
*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* 18.63 17.34 17.92
Price/Book* 1.49 1.54 1.63
Price/Sales* 1.63 1.56 1.57
Price/Cash Flow* 7.17 5.17 6.53
Dividend Yield %* 3.29 3.25 3.01
Long-Term Earnings % 10.75 7.93 8.21
Historical Earnings % 6.81 5.49 -39.77
Sales Growth % 3.73 4.21 1.89
Cash-Flow Growth % 6.53 0.97 2.32
Book-Value Growth % 13.37 8.15 7.92
 
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 31/07/2016
Style Box Detail calculations do not include the fund's short positions (if any).
2016* 50.51
2015 47.35
2014 50.52
2013 51.72
2012 48.88
Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 31/07/2016
2016 36.94
2015 36.48
2014 36.77
2013 40.24
2012 44.15
 
Bond Statistics
Detail Value
As of 31/07/2016, *As of 31/07/2016
Average Effective Duration (Years)*
Average Effective Maturity (Years)*
Average Credit Quality AA
Average Weighted Coupon* 3.76
Average Weighted Price* 118.03
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 43.51 45.60
AA 31.70 18.03
A 11.51 21.39
BBB 13.04 14.98
BB 0.00 0.00
B 0.00 0.00
Below B 0.00 0.00
Not Rated 0.24 0.00
As of 31/07/2016
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 1.49 14.07 4.84
Consumer Cyclical 6.44 4.32 7.94
Financial Services 20.53 29.76 23.26
Real Estate 5.03 5.45 6.37
Sensitive
Communication Services 8.95 6.36 6.90
Energy 14.84 19.33 12.80
Industrials 11.42 9.62 10.05
Technology 5.84 3.00 7.00
Defensive
Consumer Defensive 10.92 4.76 10.29
Healthcare 6.63 0.62 5.09
Utilities 7.90 2.72 5.47
As of 31/07/2016
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 42.53 35.13
       
Corporate 29.74 40.54
       
Securitized 0.00 1.31
       
Municipal 2.22 0.24
       
Cash & Equivalents 25.52 22.61
       
Other 0.00 0.17
As of 31/07/2016
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 0.77
0% to 4% 63.38 0.00 62.05
4% to 6% 31.39 0.00 25.54
6% to 8% 5.23 0.00 9.13
8% to 10% 0.00 0.00 1.74
10% to 12% 0.00 0.00 0.74
More than 12% 0.00 0.00 0.03
As of 31/07/2016
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 83.73
United States 3.21 11.87
Supranational 0.53 0.21
Bermuda 0.29 0.25
As of 31/07/2016
Country breakdown data is calculated only using the long position holdings of the portfolio.

Bond Maturity Breakdown

 
% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 17.02 8.76
3 to 5 Years 10.04 23.71
5 to 7 Years 12.24 14.42
7 to 10 Years 10.94 25.53
10 to 15 Years 9.10 5.11
15 to 20 Years 5.45 2.92
20 to 30 Years 29.25 13.87
Over 30 Years 5.95 5.68
As of 31/07/2016

World Regions – Country Breakdown

 
% Stocks Benchmark Category Avg
As of 31/07/2016
Region breakdown data is calculated by using the long position holdings of the portfolio equity part only.
  Americas 94.21 99.95 90.70
North America 94.21 99.95 90.54
  United States 32.92 4.71 31.21
  Canada 61.29 95.23 59.33
Latin America 0.00 0.00 0.16
  Brazil 0.00 0.00 0.09
  Chile 0.00 0.00 0.01
  Mexico 0.00 0.00 0.04
  Peru 0.00 0.00 0.02
  Greater Europe 3.70 0.05 6.61
United Kingdom 1.12 0.00 2.03
  United Kingdom 1.12 0.00 2.03
Europe Developed 2.56 0.00 4.40
  Ireland 0.01 0.00 0.03
  Finland 0.06 0.00 0.08
  Italy 0.10 0.00 0.10
  France 0.54 0.00 0.95
  Spain 0.17 0.00 0.18
  Germany 0.52 0.00 0.97
  Austria 0.01 0.00 0.01
  Belgium 0.08 0.00 0.12
  Netherlands 0.20 0.00 0.42
  Portugal 0.01 0.00 0.02
  Sweden 0.16 0.00 0.16
  Norway 0.04 0.00 0.16
  Denmark 0.12 0.00 0.18
  Switzerland 0.53 0.00 1.01
Europe Emerging 0.00 0.05 0.06
  Turkey 0.00 0.05 0.02
  Poland 0.00 0.00 0.01
  Russia 0.00 0.00 0.02
Africa/Middle East 0.02 0.00 0.12
  South Africa 0.00 0.00 0.08
  Israel 0.02 0.00 0.03
  United Arab Emirates 0.00 0.00 0.01
  Greater Asia 2.09 0.00 2.69
Japan 1.37 0.00 1.30
  Japan 1.37 0.00 1.30
Australasia 0.45 0.00 0.27
  Australia 0.43 0.00 0.25
  New Zealand 0.01 0.00 0.02
Asia Developed 0.26 0.00 0.63
  Singapore 0.08 0.00 0.11
  Taiwan 0.00 0.00 0.15
  South Korea 0.00 0.00 0.16
  Hong Kong 0.18 0.00 0.20
Asia Emerging 0.02 0.00 0.49
  Indonesia 0.00 0.00 0.02
  India 0.00 0.00 0.12
  China 0.01 0.00 0.29
  Thailand 0.00 0.00 0.02
  Malaysia 0.00 0.00 0.02
  Philippines 0.00 0.00 0.02
Market Classification
% Developed Markets 99.98 99.95 99.21
% Emerging Markets 0.02 0.05 0.79
 
Greater Asia Americas Greater Europe
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