Benchmark Morningstar Category

Asset Allocation

 

F0CAN05LYM

  Type % Net % Short % Long Benchmark Cat Avg
As of 31/07/2015
Cash 13.19 0.00 13.19 0.00 7.03
Canadian Equity 35.69 0.00 35.69 49.80 34.24
U.S. Equity 12.22 0.00 12.22 0.16 14.48
International Equity 0.55 0.00 0.55 0.03 5.78
Fixed Income 37.77 0.00 37.77 50.00 36.71
Other 0.58 0.04 0.62 0.02 1.76
 
Asset Distribution

Style Details

Avg Market Cap CAD
30,424 mil
 
Benchmark Market Cap CAD
21,457 mil
 
Category Avg Market Cap CAD
33,034 mil
Market Capitalization
Size % of Portfolio Benchmark Category Avg
Giant 43.84 44.85 47.63
Large 29.69 29.77 26.92
Medium 23.83 21.25 21.76
Small 2.64 4.14 3.31
Micro 0.00 0.00 0.39
Value & Growth Measures
Stock Portfolio Benchmark Category Avg
As of 31/07/2015
*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* 17.87 17.48 17.52
Price/Book* 2.19 1.74 2.07
Price/Sales* 1.32 1.41 1.50
Price/Cash Flow* 8.56 6.43 7.56
Dividend Yield %* 3.35 3.24 2.94
Long-Term Earnings % 8.49 8.71 9.23
Historical Earnings % 8.52 8.97 -25.24
Sales Growth % 8.99 9.32 6.74
Cash-Flow Growth % 5.95 4.08 11.50
Book-Value Growth % 2.15 5.81 4.28
 
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 31/07/2015
Style Box Detail calculations do not include the fund's short positions (if any).
2015* 48.46
2014 50.52
2013 51.72
2012 48.88
2011 48.18
Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 31/07/2015
2015 37.77
2014 36.77
2013 40.24
2012 44.15
2011 45.55
 
Bond Statistics
Detail Value
As of 31/07/2015, *As of 31/07/2015
Average Effective Duration (Years)*
Average Effective Maturity (Years)*
Average Credit Quality AA
Average Weighted Coupon* 3.77
Average Weighted Price* 112.33
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 27.96 0.00 52.33
AA 44.69 0.00 16.27
A 13.33 0.00 17.24
BBB 10.73 0.00 14.16
BB 0.00 0.00 0.00
B 0.00 0.00 0.00
Below B 0.00 0.00 0.00
Not Rated 3.29 100.00 0.00
As of 31/07/2015
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 3.25 11.07 5.05
Consumer Cyclical 8.88 5.61 9.07
Financial Services 28.90 29.72 25.26
Real Estate 3.03 5.06 5.38
Sensitive
Communication Services 5.68 5.70 5.55
Energy 15.74 20.01 11.81
Industrials 11.68 7.93 10.53
Technology 4.22 2.66 6.68
Defensive
Consumer Defensive 10.41 4.28 9.98
Healthcare 4.62 5.91 7.20
Utilities 3.59 2.06 3.49
As of 31/07/2015
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 31.95 0.00 32.30
       
Corporate 31.64 100.00 43.89
       
Securitized 1.16 0.00 2.12
       
Municipal 9.37 0.00 3.73
       
Cash & Equivalents 25.88 0.00 17.55
       
Other 0.00 0.00 0.40
As of 31/07/2015
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 0.90
0% to 4% 55.74 0.00 57.90
4% to 6% 39.16 0.00 29.63
6% to 8% 4.52 0.00 8.18
8% to 10% 0.58 0.00 2.53
10% to 12% 0.00 0.00 0.69
More than 12% 0.00 0.00 0.17
As of 31/07/2015
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 96.64 100.00 88.12
United States 2.90 0.00 8.41
Supranational 0.46 0.00 0.21
As of 31/07/2015
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 29.16 9.36
3 to 5 Years 11.82 14.21
5 to 7 Years 6.03 24.82
7 to 10 Years 14.22 24.20
10 to 15 Years 4.30 5.10
15 to 20 Years 9.53 2.40
20 to 30 Years 14.34 14.57
Over 30 Years 10.60 5.34
As of 31/07/2015

World Regions – Country Breakdown

 
% Stocks Benchmark Category Avg
As of 31/07/2015
Region breakdown data is calculated by using the long position holdings of the portfolio equity part only.
  Americas 98.87 100.00 89.89
North America 98.87 99.94 89.59
  United States 25.22 0.31 26.69
  Canada 73.65 99.63 62.90
Latin America 0.00 0.06 0.30
  Brazil 0.00 0.00 0.08
  Colombia 0.00 0.06 0.01
  Chile 0.00 0.00 0.01
  Mexico 0.00 0.00 0.18
  Peru 0.00 0.00 0.01
  Greater Europe 1.13 0.00 7.40
United Kingdom 1.13 0.00 2.33
  United Kingdom 1.13 0.00 2.33
Europe Developed 0.00 0.00 4.76
  Ireland 0.00 0.00 0.41
  Finland 0.00 0.00 0.08
  Luxembourg 0.00 0.00 0.01
  Italy 0.00 0.00 0.13
  France 0.00 0.00 0.83
  Spain 0.00 0.00 0.11
  Germany 0.00 0.00 0.93
  Austria 0.00 0.00 0.01
  Belgium 0.00 0.00 0.17
  Netherlands 0.00 0.00 0.47
  Portugal 0.00 0.00 0.01
  Sweden 0.00 0.00 0.19
  Norway 0.00 0.00 0.18
  Denmark 0.00 0.00 0.15
  Switzerland 0.00 0.00 1.08
Europe Emerging 0.00 0.00 0.04
  Turkey 0.00 0.00 0.01
  Poland 0.00 0.00 0.01
  Russia 0.00 0.00 0.01
Africa/Middle East 0.00 0.00 0.27
  South Africa 0.00 0.00 0.07
  Israel 0.00 0.00 0.19
  United Arab Emirates 0.00 0.00 0.01
  Greater Asia 0.00 0.00 2.71
Japan 0.00 0.00 1.32
  Japan 0.00 0.00 1.32
Australasia 0.00 0.00 0.27
  Australia 0.00 0.00 0.26
  New Zealand 0.00 0.00 0.01
Asia Developed 0.00 0.00 0.58
  Singapore 0.00 0.00 0.15
  Taiwan 0.00 0.00 0.11
  South Korea 0.00 0.00 0.13
  Hong Kong 0.00 0.00 0.19
Asia Emerging 0.00 0.00 0.55
  Indonesia 0.00 0.00 0.02
  India 0.00 0.00 0.12
  China 0.00 0.00 0.33
  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 100.00 99.94 99.05
% Emerging Markets 0.00 0.06 0.95
 
Greater Asia Americas Greater Europe
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