Benchmark Morningstar Category

Asset Allocation

 

BTG772

  Type % Net % Short % Long Benchmark Cat Avg
As of 31/07/2018
Cash 1.62 0.08 1.70 2.50 5.32
Canadian Equity 32.85 0.00 32.85 41.85 41.91
U.S. Equity 16.87 0.00 16.87 15.25 18.18
International Equity 19.07 0.00 19.07 10.39 5.13
Fixed Income 28.03 0.00 28.03 0.00 25.98
Other 1.57 0.00 1.57 30.01 3.48
 
Asset Distribution

Style Details

Avg Market Cap CAD
33,283 mil
 
Benchmark Market Cap CAD
41,846 mil
 
Category Avg Market Cap CAD
37,740 mil
Market Capitalization
Size % of Portfolio Benchmark Category Avg
Giant 36.14 46.26 46.43
Large 33.56 31.40 24.03
Medium 27.25 17.74 21.97
Small 2.53 4.43 6.52
Micro 0.51 0.16 1.05
Value & Growth Measures
Stock Portfolio Benchmark Category Avg
As of 31/07/2018
*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* 15.09 15.38 15.46
Price/Book* 2.37 1.91 2.12
Price/Sales* 1.32 1.76 1.52
Price/Cash Flow* 7.39 6.36 6.60
Dividend Yield %* 2.68 2.76 2.91
Long-Term Earnings % 12.33 11.23 10.70
Historical Earnings % 10.36 11.01 8.91
Sales Growth % 4.16 1.35 5.39
Cash-Flow Growth % 2.33 4.04 2.58
Book-Value Growth % 4.89 4.28 4.32
 
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 31/07/2018
Style Box Detail calculations do not include the fund's short positions (if any).
2018* 68.79
2017 67.39
2016 68.03
2015 67.70
2014 66.14
Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 31/07/2018
2018 28.03
2017 29.22
2016 30.23
2015 30.60
2014 31.60
 
Bond Statistics
Detail Value
As of 31/07/2018, *As of 31/07/2018
Average Effective Duration
Average Effective Maturity (Years)*
Average Credit Quality AA
Average Weighted Coupon* 3.14
Average Weighted Price* 103.07
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 24.42 0.00 30.00
AA 53.48 0.00 18.00
A 13.83 0.00 23.99
BBB 8.27 0.00 9.54
BB 0.00 0.00 2.60
B 0.00 0.00 1.42
Below B 0.00 0.00 0.88
Not Rated 0.00 100.00 13.57
As of 31/07/2018
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 8.30 8.67 5.44
Consumer Cyclical 11.84 7.50 7.37
Financial Services 25.43 27.68 31.00
Real Estate 0.31 2.82 3.33
Sensitive
Communication Services 11.16 4.61 7.37
Energy 5.82 14.82 12.79
Industrials 12.27 10.46 9.45
Technology 6.34 8.69 7.84
Defensive
Consumer Defensive 10.00 5.87 8.30
Healthcare 8.41 5.55 4.96
Utilities 0.11 3.33 2.15
As of 31/07/2018
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 14.84 0.00 10.00
       
Corporate 13.44 0.00 16.64
       
Securitized 1.31 0.00 0.68
       
Municipal 0.00 0.00 0.00
       
Cash & Equivalents 1.62 2.50 5.73
       
Other 0.00 0.00 -0.04
As of 31/07/2018
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% 0.94 3.72
0% to 4% 81.34 0.00 75.42
4% to 6% 11.62 0.00 14.63
6% to 8% 3.92 0.00 5.35
8% to 10% 2.18 0.00 0.66
10% to 12% 0.00 0.00 0.22
More than 12% 0.00 0.00 0.00
As of 31/07/2018
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 100.00 92.02
As of 31/07/2018
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 21.83 12.97
3 to 5 Years 16.27 15.32
5 to 7 Years 15.54 19.26
7 to 10 Years 15.07 21.83
10 to 15 Years 10.08 7.24
15 to 20 Years 1.96 0.98
20 to 30 Years 9.35 12.09
Over 30 Years 9.37 5.01
As of 31/07/2018

World Regions – Country Breakdown

 
% Stocks Benchmark Category Avg
As of 31/07/2018
Region breakdown data is calculated by using the long position holdings of the portfolio equity part only.
  Americas 72.28 84.71 91.92
North America 72.28 84.61 91.82
  United States 24.53 22.60 27.74
  Canada 47.75 62.01 64.08
Latin America 0.00 0.10 0.10
  Brazil 0.00 0.00 0.04
  Colombia 0.00 0.05 0.00
  Chile 0.00 0.00 0.01
  Mexico 0.00 0.00 0.03
  Peru 0.00 0.05 0.00
  Greater Europe 22.71 9.40 5.35
United Kingdom 5.66 2.61 1.61
  United Kingdom 5.66 2.61 1.61
Europe Developed 17.05 6.64 3.64
  Ireland 0.00 0.04 0.07
  Finland 0.91 0.15 0.11
  Luxembourg 0.00 0.01 0.00
  Italy 0.71 0.31 0.11
  France 1.79 1.53 0.50
  Spain 0.00 0.45 0.07
  Germany 6.16 1.44 0.98
  Austria 0.00 0.04 0.04
  Belgium 0.00 0.16 0.05
  Netherlands 2.40 0.48 0.52
  Portugal 0.00 0.02 0.00
  Sweden 0.00 0.39 0.16
  Norway 2.40 0.11 0.22
  Denmark 1.19 0.25 0.19
  Switzerland 1.51 1.26 0.62
Europe Emerging 0.00 0.04 0.04
  Czech Republic 0.00 0.00 0.01
  Turkey 0.00 0.02 0.01
  Russia 0.00 0.01 0.03
Africa/Middle East 0.00 0.12 0.06
  South Africa 0.00 0.00 0.04
  Côte d'Ivoire 0.00 0.05 0.01
  Israel 0.00 0.06 0.01
  United Arab Emirates 0.00 0.01 0.00
  Greater Asia 5.00 5.89 2.73
Japan 3.37 3.49 0.97
  Japan 3.37 3.49 0.97
Australasia 1.02 1.45 0.71
  Australia 1.02 1.42 0.69
  New Zealand 0.00 0.03 0.02
Asia Developed 0.61 0.79 0.47
  Singapore 0.61 0.23 0.10
  Taiwan 0.00 0.00 0.09
  South Korea 0.00 0.09 0.19
  Macao 0.00 0.01 0.00
  Hong Kong 0.00 0.46 0.10
Asia Emerging 0.00 0.16 0.58
  Indonesia 0.00 0.00 0.01
  India 0.00 0.00 0.11
  China 0.00 0.14 0.43
  Thailand 0.00 0.00 0.02
  Malaysia 0.00 0.00 0.01
  Philippines 0.00 0.01 0.00
  Papua New Guinea 0.00 0.01 0.00
Market Classification
% Developed Markets 100.00 99.66 99.24
% Emerging Markets 0.00 0.34 0.76
 
Greater Asia Americas Greater Europe
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