Benchmark Morningstar Category

Asset Allocation

 

SLI10085

  Type % Net % Short % Long Benchmark Cat Avg
As of 31/01/2018
Cash 5.69 0.02 5.71 0.00 4.89
Canadian Equity 37.38 0.00 37.38 48.18 31.37
U.S. Equity 18.82 0.00 18.82 1.35 15.42
International Equity 1.99 0.00 1.99 0.47 6.68
Fixed Income 34.94 0.00 34.94 0.00 38.26
Other 1.17 0.00 1.17 50.00 3.38
 
Asset Distribution

Style Details

Avg Market Cap CAD
33,635 mil
 
Benchmark Market Cap CAD
25,465 mil
 
Category Avg Market Cap CAD
42,559 mil
Market Capitalization
Size % of Portfolio Benchmark Category Avg
Giant 45.37 46.15 49.15
Large 24.69 28.43 28.37
Medium 24.76 21.82 19.69
Small 5.18 3.44 2.36
Micro 0.00 0.16 0.43
Value & Growth Measures
Stock Portfolio Benchmark Category Avg
As of 31/01/2018
*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* 19.08 16.17 16.99
Price/Book* 2.44 1.74 2.14
Price/Sales* 2.01 1.77 1.73
Price/Cash Flow* 9.00 5.82 7.08
Dividend Yield %* 2.48 2.87 2.62
Long-Term Earnings % 10.33 8.61 9.27
Historical Earnings % 10.04 2.46 -4.76
Sales Growth % 5.01 1.39 3.94
Cash-Flow Growth % 3.47 4.86 4.97
Book-Value Growth % 6.17 4.48 4.75
 
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 31/01/2018
Style Box Detail calculations do not include the fund's short positions (if any).
2018* 58.19
2017 57.35
2016 56.60
2015 47.35
2014 50.52
Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 31/01/2018
2018 34.94
2017 36.17
2016 39.95
2015 44.54
2014 40.10
 
Bond Statistics
Detail Value
As of 31/01/2018, *As of 31/01/2018
Average Effective Duration
Average Effective Maturity (Years)*
Average Credit Quality AA
Average Weighted Coupon* 3.57
Average Weighted Price* 107.64
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 30.65 31.00
AA 38.56 16.00
A 12.33 34.00
BBB 15.01 19.00
BB 0.16 0.00
B 0.00 0.00
Below B 0.00 0.00
Not Rated 3.29 0.00
As of 31/01/2018
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 2.27 11.49 5.35
Consumer Cyclical 7.98 4.64 7.48
Financial Services 27.65 32.88 28.49
Real Estate 3.24 5.05 5.32
Sensitive
Communication Services 7.32 5.36 5.89
Energy 13.46 18.65 11.48
Industrials 10.69 9.21 10.84
Technology 8.59 3.65 8.56
Defensive
Consumer Defensive 5.94 4.43 8.15
Healthcare 7.32 0.95 5.35
Utilities 5.55 3.70 3.10
As of 31/01/2018
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 19.61 17.04
       
Corporate 16.11 20.16
       
Securitized 0.00 1.57
       
Municipal 0.00 0.00
       
Cash & Equivalents 5.69 5.23
       
Other 0.00 -0.35
As of 31/01/2018
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 2.20
0% to 4% 66.60 0.00 65.94
4% to 6% 30.62 0.00 22.37
6% to 8% 2.78 0.00 7.47
8% to 10% 0.00 0.00 1.54
10% to 12% 0.00 0.00 0.39
More than 12% 0.00 0.00 0.09
As of 31/01/2018
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 95.46 87.35
United States 3.93 9.43
Supranational 0.60 0.27
As of 31/01/2018
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 13.40 10.69
3 to 5 Years 13.65 25.41
5 to 7 Years 17.98 13.30
7 to 10 Years 14.21 20.35
10 to 15 Years 7.58 3.36
15 to 20 Years 4.36 3.78
20 to 30 Years 20.50 12.39
Over 30 Years 4.21 6.90
As of 31/01/2018

World Regions – Country Breakdown

 
% Stocks Benchmark Category Avg
As of 31/01/2018
Region breakdown data is calculated by using the long position holdings of the portfolio equity part only.
  Americas 96.58 99.13 87.64
North America 96.58 99.07 87.43
  United States 32.35 2.70 28.81
  Canada 64.23 96.37 58.63
Latin America 0.00 0.06 0.21
  Brazil 0.00 0.00 0.12
  Argentina 0.00 0.00 0.01
  Colombia 0.00 0.06 0.01
  Chile 0.00 0.00 0.01
  Mexico 0.00 0.00 0.03
  Puerto Rico 0.00 0.00 0.01
  Peru 0.00 0.00 0.02
  Greater Europe 1.20 0.10 7.91
United Kingdom 0.00 0.00 2.64
  United Kingdom 0.00 0.00 2.64
Europe Developed 1.20 0.00 5.02
  Ireland 0.00 0.00 0.06
  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 0.21
  France 0.00 0.00 1.08
  Spain 0.00 0.00 0.33
  Germany 0.00 0.00 1.16
  Austria 0.00 0.00 0.02
  Belgium 0.00 0.00 0.11
  Netherlands 0.00 0.00 0.49
  Portugal 0.00 0.00 0.01
  Sweden 0.00 0.00 0.28
  Norway 0.00 0.00 0.16
  Denmark 0.00 0.00 0.22
  Switzerland 1.20 0.00 0.82
Europe Emerging 0.00 0.03 0.08
  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 0.07 0.17
  South Africa 0.00 0.00 0.11
  Côte d'Ivoire 0.00 0.07 0.00
  Israel 0.00 0.00 0.04
  Greater Asia 2.23 0.77 4.45
Japan 0.00 0.00 1.65
  Japan 0.00 0.00 1.65
Australasia 2.23 0.77 0.75
  Australia 2.23 0.77 0.75
  New Zealand 0.00 0.00 0.01
Asia Developed 0.00 0.00 0.87
  Singapore 0.00 0.00 0.14
  Taiwan 0.00 0.00 0.23
  South Korea 0.00 0.00 0.29
  Hong Kong 0.00 0.00 0.20
Asia Emerging 0.00 0.00 1.17
  Indonesia 0.00 0.00 0.02
  India 0.00 0.00 0.20
  China 0.00 0.00 0.88
  Thailand 0.00 0.00 0.03
  Malaysia 0.00 0.00 0.01
  Philippines 0.00 0.00 0.02
Market Classification
% Developed Markets 100.00 99.84 98.42
% Emerging Markets 0.00 0.16 1.58
 
Greater Asia Americas Greater Europe
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