Benchmark Morningstar Category

Asset Allocation

 

F0CAN05LYM

 
  Type % Net % Short % Long Benchmark Cat Avg
As of 30/09/2014
Cash 12.73 12.73 0.00 7.18
Canadian Equity 39.97 39.97 49.65 34.78
U.S. Equity 8.75 8.75 0.15 14.50
International Equity 1.31 1.31 0.07 5.03
Fixed Income 36.59 36.59 50.00 36.37
Other 0.63 0.63 0.13 2.14
 

Style Details

Avg Market Cap CAD
24,784 mil
 
Benchmark Market Cap CAD
21,135 mil
 
Category Avg Market Cap CAD
28,693 mil
Market Capitalization
Size % of Portfolio Benchmark Category Avg
Giant 44.36 46.49 46.24
Large 24.75 30.17 28.17
Medium 28.46 19.89 22.19
Small 2.43 3.44 3.07
Micro 0.00 0.00 0.32
Value & Growth Measures
Stock Portfolio Benchmark Category Avg
As of 30/09/2014
*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* 16.46 17.34 16.73
Price/Book* 2.03 2.03 2.14
Price/Sales* 1.51 1.82 1.48
Price/Cash Flow* 5.98 5.92 5.50
Dividend Yield %* 3.56 2.89 2.74
Long-Term Earnings % 10.68 10.73 10.88
Historical Earnings % 5.37 3.15 7.10
Sales Growth % 4.80 3.85 2.84
Cash-Flow Growth % 7.64 0.77 5.84
Book-Value Growth % 6.73 4.68 3.80
 
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 30/09/2014
Style Box Detail calculations do not include the fund's short positions (if any).
2014* 50.04
2013 51.72
2012 48.88
2011 48.18
2010 46.65
Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 30/09/2014
2014 36.59
2013 40.24
2012 44.15
2011 45.55
2010 48.29
 
Bond Statistics
Detail Value
As of 30/09/2014, *As of 30/09/2014
Average Effective Duration (Years)*
Average Effective Maturity (Years)*
Average Credit Quality AA
Average Weighted Coupon* 3.86
Average Weighted Price* 108.01
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 35.08 47.13 32.81
AA 32.83 18.63 26.07
A 23.41 23.50 26.57
BBB 8.68 4.37 14.55
BB 0.00 0.00 0.00
B 0.00 0.00 0.00
Below B 0.00 0.00 0.00
Not Rated 0.00 6.37 0.00
As of 30/09/2014
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 3.89 12.54 6.09
Consumer Cyclical 4.18 4.67 8.19
Financial Services 33.15 29.73 25.10
Real Estate 2.76 4.02 4.43
Sensitive
Communication Services 5.32 5.17 5.32
Energy 22.83 26.14 16.97
Industrials 9.73 8.17 9.28
Technology 2.39 1.96 6.79
Defensive
Consumer Defensive 8.43 3.08 9.06
Healthcare 3.31 2.64 6.38
Utilities 4.01 1.87 2.40
As of 30/09/2014
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 30.05 0.00 30.62
       
Corporate 29.89 100.00 44.57
       
Securitized 2.44 0.00 1.81
       
Municipal 11.80 0.00 5.35
       
Cash & Equivalents 25.82 0.00 17.57
       
Other 0.00 0.00 0.08
As of 30/09/2014
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% PIK 0.00 0.73
0% to 4% 51.22 0.00 53.93
4% to 6% 43.32 0.00 29.76
6% to 8% 4.84 0.00 11.52
8% to 10% 0.61 0.00 2.87
10% to 12% 0.00 0.00 1.15
More than 12% 0.00 0.00 0.04
As of 30/09/2014
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 97.16 100.00 88.42
United States 2.39 0.00 7.80
Supranational 0.45 0.00 0.21
As of 30/09/2014
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 30.80 11.99
3 to 5 Years 22.06 23.70
5 to 7 Years 6.49 18.87
7 to 10 Years 7.69 20.18
10 to 15 Years 2.40 6.91
15 to 20 Years 9.37 2.00
20 to 30 Years 12.31 12.40
Over 30 Years 8.87 3.94
As of 30/09/2014

World Regions – Country Breakdown

 
% Stocks Benchmark Category Avg
As of 30/09/2014
Region breakdown data is calculated by using the long position holdings of the portfolio equity part only.
  Americas 97.37 99.96 90.98
North America 97.37 99.86 90.76
  United States 17.49 0.30 26.80
  Canada 79.88 99.56 63.96
Latin America 0.00 0.10 0.23
  Brazil 0.00 0.00 0.11
  Cayman Islands 0.00 0.00 0.00
  Colombia 0.00 0.10 0.03
  Chile 0.00 0.00 0.02
  Mexico 0.00 0.00 0.04
  Peru 0.00 0.00 0.01
  Greater Europe 2.63 0.00 6.56
United Kingdom 1.30 0.00 2.20
  United Kingdom 1.30 0.00 2.20
Europe Developed 1.32 0.00 4.10
  Ireland 0.00 0.00 0.08
  Finland 0.00 0.00 0.07
  Greece 0.00 0.00 0.01
  Luxembourg 0.00 0.00 0.01
  Italy 0.00 0.00 0.12
  France 0.00 0.00 0.76
  Spain 0.00 0.00 0.14
  Germany 0.00 0.00 0.73
  Austria 0.00 0.00 0.01
  Belgium 0.00 0.00 0.16
  Netherlands 0.00 0.00 0.44
  Portugal 0.00 0.00 0.02
  Sweden 0.00 0.00 0.13
  Norway 0.00 0.00 0.24
  Denmark 0.00 0.00 0.14
  Switzerland 1.32 0.00 1.01
  Cyprus 0.00 0.00 0.03
Europe Emerging 0.00 0.00 0.04
  Turkey 0.00 0.00 0.02
  Poland 0.00 0.00 0.01
  RUSSIAN FEDERATION 0.00 0.00 0.02
Africa/Middle East 0.00 0.00 0.22
  Nigeria 0.00 0.00 0.01
  South Africa 0.00 0.00 0.08
  Israel 0.00 0.00 0.12
  United Arab Emirates 0.00 0.00 0.01
  Greater Asia 0.00 0.04 2.46
Japan 0.00 0.00 1.04
  Japan 0.00 0.00 1.04
Australasia 0.00 0.00 0.35
  Australia 0.00 0.00 0.34
  New Zealand 0.00 0.00 0.02
Asia Developed 0.00 0.00 0.59
  Singapore 0.00 0.00 0.09
  Taiwan 0.00 0.00 0.12
  South Korea 0.00 0.00 0.15
  Hong Kong 0.00 0.00 0.23
Asia Emerging 0.00 0.04 0.48
  Indonesia 0.00 0.00 0.04
  India 0.00 0.00 0.11
  China 0.00 0.04 0.24
  Thailand 0.00 0.00 0.03
  Malaysia 0.00 0.00 0.04
  Philippines 0.00 0.00 0.02
Market Classification
% Developed Markets 100.00 99.86 99.17
% Emerging Markets 0.00 0.14 0.83
 
Greater Asia Americas Greater Europe
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