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For Universal Life Investment Accounts

Cambridge Asset Allocation Corporate Class A

Tactical Balanced

As Of: Feb 29, 2020

Fund Objective

This fund's objective is to achieve a superior total investment return by investing, directly or indirectly, in a combination of primarily equity and fixed income securities of Canadian companies. Indirect investments may include convertible securities, derivatives, equity-related securities and securities of other mutual funds.

Asset Allocation

Asset Percent
Canadian Equity 27.97%
Canadian Government Bonds 19.37%
US Equity 14.33%
Canadian Corporate Bonds 13.42%
Foreign Government Bonds 10.11%
Other 14.80%

Sector Allocation

Sector Percent
Fixed Income 44.35%
Financial Services 12.91%
Cash and Cash Equivalent 5.99%
Energy 5.82%
Industrial Goods 5.62%
Other 25.31%

Geo Allocation

Region Percent
North America 89.08%
Europe 7.80%
Latin America 2.16%
Asia 0.96%

Top Holdings

Name Percent
Cambridge Bond Fund Class I 37.12%
Cambridge Canadian Short-Term Bond Pool Class I 9.32%
Cambridge Canadian Long-Term Bond Pool Class I 4.12%
Franco-Nevada Corp 2.11%
Cambridge Put Yield Pool Class I units 2.04%
Fairfax Financial Holdings Ltd 1.98%
McKesson Corp 1.87%
Keyera Corp 1.73%
Anthem Inc 1.70%
Imperial Tobacco Group PLC 1.70%

Category

Tactical Balanced

General Info

Inception Date Dec 31, 2007
MER 2.44%
Total Assets
(in millions)
$3,509.97

UL Fees

Wave 33 or later
Life Dimensions (Low Fees) 0.50%
Life Dimensions 1.75%
Wealth Dimensions 0.50%

Fund Management Company

CI Investments Inc

Investment Style

Large
Value
Large
Blend
Large
Growth
Mid
Value
Mid
Blend
Mid
Growth
Small
Value
Small
Blend
Small
Growth
;

Fund Growth

Growth Summary

Investment Value $17,772.25
Rate of Return +77.72%
Values over period specified.

Legend

Cambridge Asset Allocation Corporate Class A

Fundata Global Balanced Index


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund -3.2 -1.9 -0.1 -2.3 4.1 1.7 2.2 6.0 4.8
Fundata Global Balanced Index -2.7 -0.9 2.4 -1.2 8.1 6.4 6.2 8.7 -
Quartile 2 2 3 2 2 3 2 2 -

Calendar Performance

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund 12.0 -4.7 2.0 6.5 4.1 10.2 18.6 3.5 -0.7 13.0
Fundata Global Balanced Index 12.3 2.7 8.7 2.4 17.0 12.4 18.9 8.5 0.8 4.9
Quartile 2 3 4 2 2 1 1 3 1 1

Volatility

Volatility: 3

Risk vs. Return

Cambridge Asset Allocation Corporate Class A

Median

Other - Tactical Balanced

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 5.33 4.98 6.28
Beta 0.66 0.52 0.54
Alpha -0.02 -0.01 0.01
R-Squared 0.56 0.49 0.29
Sharpe Ratio 0.11 0.27 0.81
Sortino Ratio -0.49 -0.43 0.46
Treynor 0.01 0.03 0.09
Tax Efficiency 31.40 46.17 86.82

Category

Tactical Balanced

General Info

Inception Date Dec 31, 2007
MER 2.44%
Total Assets
(in millions)
$3,509.97

UL Fees

Wave 33 or later
Life Dimensions (Low Fees) 0.50%
Life Dimensions 1.75%
Wealth Dimensions 0.50%

Fund Management Company

CI Investments Inc

Investment Style

Large
Value
Large
Blend
Large
Growth
Mid
Value
Mid
Blend
Mid
Growth
Small
Value
Small
Blend
Small
Growth