Benchmark Morningstar Category
Global Neutral Balanced

Asset Allocation

 

0P00008O4L

  Type % Net % Short % Long Benchmark Cat Avg
As of 31/05/2019
Cash 5.06 0.35 5.41 0.00 5.17
Canadian Equity 16.22 0.35 16.57 2.08 13.72
U.S. Equity 12.15 0.00 12.15 37.41 20.78
International Equity 11.41 0.07 11.48 20.48 13.33
Fixed Income 50.39 0.02 50.40 0.00 40.62
Other 4.78 0.00 4.78 40.02 6.38
 
Asset Distribution

Style Details

Avg Market Cap CAD
28,217 mil
 
Benchmark Market Cap CAD
85,499 mil
 
Category Avg Market Cap CAD
50,666 mil
Market Capitalization
Size % of Portfolio Benchmark Category Avg
Giant 31.28 51.71 45.12
Large 31.42 34.90 30.22
Medium 29.87 13.31 19.57
Small 6.80 0.08 4.44
Micro 0.64 0.00 0.65
Value & Growth Measures
Stock Portfolio Benchmark Category Avg
As of 31/05/2019
*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* 14.86 15.62 15.47
Price/Book* 1.84 2.11 2.02
Price/Sales* 1.22 1.54 1.58
Price/Cash Flow* 6.88 7.80 7.42
Dividend Yield %* 2.77 2.61 2.78
Long-Term Earnings % 9.93 9.64 9.61
Historical Earnings % 10.05 9.95 11.25
Sales Growth % 3.39 4.33 5.35
Cash-Flow Growth % 11.09 8.44 11.23
Book-Value Growth % 6.06 4.55 -36.81
 
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 31/05/2019
Style Box Detail calculations do not include the fund's short positions (if any).
2019* 39.78
2018 33.36
2017 35.80
2016 33.44
2015 39.02
Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 31/05/2019
2019 50.39
2018 58.64
2017 53.55
2016 50.03
2015 47.25
 
Bond Statistics
Detail Value
As of 31/05/2019, *As of 31/05/2019
Average Effective Duration
Average Effective Maturity (Years)*
Average Credit Quality A
Average Weighted Coupon* 3.36
Average Weighted Price* 105.55
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 26.56 0.00 15.99
AA 31.26 0.00 3.35
A 11.31 0.00 2.07
BBB 21.07 0.00 2.56
BB 3.93 0.00 24.03
B 2.59 0.00 33.50
Below B 0.45 0.00 14.77
Not Rated 2.83 100.00 3.74
As of 31/05/2019
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 6.20 4.46 4.85
Consumer Cyclical 9.47 12.01 9.31
Financial Services 22.27 17.73 22.71
Real Estate 4.89 3.07 4.29
Sensitive
Communication Services 4.32 3.60 3.98
Energy 7.91 5.80 8.97
Industrials 11.66 11.20 12.60
Technology 11.93 17.99 12.60
Defensive
Consumer Defensive 9.69 8.81 8.65
Healthcare 6.85 12.06 8.39
Utilities 4.80 3.27 3.65
As of 31/05/2019
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 31.12 17.84
       
Corporate 20.26 22.65
       
Securitized 1.25 2.23
       
Municipal 0.00 0.01
       
Cash & Equivalents 5.20 5.36
       
Other -0.13 -0.04
As of 31/05/2019
Sector data is calculated only using the long position holdings of the portfolio.
Coupon Range
Type % Bonds Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
0% 0.51 1.69
0% to 4% 75.64 0.00 66.87
4% to 6% 14.76 0.00 21.25
6% to 8% 6.98 0.00 7.80
8% to 10% 1.53 0.00 1.94
10% to 12% 0.23 0.00 0.13
More than 12% 0.35 0.00 0.33
As of 31/05/2019
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 59.14 61.93
United States 25.52 27.41
United Kingdom 3.12 1.53
Japan 2.56 0.84
Spain 2.11 0.28
France 2.06 0.58
Italy 1.88 0.52
Germany 0.60 0.80
Australia 0.53 0.46
Indonesia 0.38 0.25
As of 31/05/2019
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 14.21 12.75
3 to 5 Years 18.94 17.27
5 to 7 Years 15.26 18.47
7 to 10 Years 21.35 19.94
10 to 15 Years 4.86 6.22
15 to 20 Years 1.32 2.95
20 to 30 Years 14.21 14.31
Over 30 Years 7.50 5.07
As of 31/05/2019

World Regions – Country Breakdown

 
% Stocks Benchmark Category Avg
As of 31/05/2019
Region breakdown data is calculated by using the long position holdings of the portfolio equity part only.
  Americas 72.65 65.91 73.76
North America 71.45 65.85 72.91
  United States 30.23 62.38 43.90
  Canada 41.22 3.47 29.01
Latin America 1.19 0.07 0.85
  Brazil 0.85 0.05 0.62
  Colombia 0.00 0.01 0.01
  Chile 0.03 0.00 0.04
  Mexico 0.19 0.01 0.08
  Puerto Rico 0.01 0.00 0.00
  Peru 0.11 0.00 0.09
  Greater Europe 14.60 21.64 16.32
United Kingdom 3.22 5.93 4.58
  United Kingdom 3.22 5.93 4.58
Europe Developed 10.42 15.53 11.19
  Ireland 0.08 0.04 0.13
  Finland 0.20 0.39 0.31
  Greece 0.00 0.00 0.01
  Luxembourg 0.00 0.02 0.00
  Jersey 0.00 0.04 0.01
  Italy 0.77 0.69 0.26
  France 2.51 3.61 2.35
  Spain 0.60 1.02 0.78
  Germany 1.32 2.98 1.57
  Austria 0.15 0.08 0.07
  Belgium 0.21 0.34 0.36
  Netherlands 1.01 1.30 1.61
  Portugal 0.11 0.05 0.02
  Sweden 0.27 0.86 0.61
  Norway 0.23 0.24 0.21
  Denmark 0.23 0.58 0.42
  Switzerland 2.74 3.28 2.44
  Cyprus 0.00 0.00 0.02
Europe Emerging 0.37 0.03 0.23
  Hungary 0.03 0.00 0.02
  Czech Republic 0.10 0.00 0.02
  Turkey 0.06 0.00 0.02
  Poland 0.01 0.00 0.01
  Russia 0.17 0.03 0.16
Africa/Middle East 0.58 0.16 0.32
  South Africa 0.23 0.00 0.17
  Côte d'Ivoire 0.09 0.00 0.02
  Israel 0.24 0.15 0.05
  United Arab Emirates 0.00 0.01 0.06
  Saudi Arabia 0.01 0.00 0.00
  Qatar 0.01 0.00 0.01
  Greater Asia 12.75 12.44 9.92
Japan 5.12 8.04 3.49
  Japan 5.12 8.04 3.49
Australasia 1.16 2.33 1.13
  Australia 1.11 2.25 1.04
  New Zealand 0.06 0.08 0.09
Asia Developed 2.72 1.77 2.44
  Singapore 0.78 0.53 0.42
  Taiwan 0.26 0.00 0.67
  South Korea 0.60 0.00 0.66
  Macao 0.06 0.05 0.05
  Hong Kong 1.02 1.19 0.65
Asia Emerging 3.75 0.31 2.86
  Indonesia 0.13 0.00 0.07
  India 0.70 0.00 0.65
  China 2.65 0.29 1.79
  Thailand 0.24 0.00 0.16
  Malaysia 0.01 0.00 0.14
  Philippines 0.01 0.00 0.05
  Papua New Guinea 0.00 0.02 0.00
Market Classification
% Developed Markets 94.37 99.60 95.87
% Emerging Markets 5.63 0.40 4.13
 
Greater Asia Americas Greater Europe
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