Global Equity

Results as of 2023-09-22

Evovest Global Equity Strategy aims to create superior returns in CAD when compared to a passive equal weighted portfolio of the world’s largest market capitalizations over a complete market cycle.

The underlying strategy relies on the automation and enhancement of the fundamental investment process of a portfolio manager, using artificial intelligence (AI).

The Fund presents a medium risk profile through diversification by design, with a volatility similar or lower to its benchmark, by taking positions in more than 100 constituents spread across the globe, namely the USA, Canada, Europe, Japan, Hong Kong and Singapore & Australia.

Summary

Evovest Benchmark
Annualized return 9.8% 5.6%
Alpha 4.2% NA
Annualized std 13.4% 14.2%
Reward / Risk 0.73 0.39
Max drawdown -16.8% -19.9%
Tracking error 5.0% NA
Beta 0.88 1.00
Evovest Benchmark
Last Week -3.0% -3.0%
MTD -4.3% -3.8%
QTD -3.1% -1.2%
YTD 1.3% 5.2%
TTM 13.4% 17.0%
Last 3Y Annualized 10.1% 6.3%

Monthly Returns

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2019 2.9% 2.0% 0.8% -2.4% 3.2% 1.8% -0.8% 1.1% 1.6% 2.6% 0.2% 13.4%
2020 0.7% -7.2% -10.3% 7.7% 4.8% 4.6% 0.2% 4.1% 0.3% -2.3% 9.9% 4.6% 16.2%
2021 0.6% 3.8% 1.1% 2.5% -0.6% 1.8% 0.9% 3.6% -2.5% 2.7% -0.7% 4.0% 18.4%
2022 -5.7% -0.3% 1.6% -3.2% -0.7% -6.0% 7.1% 0.6% -4.7% 1.4% 11.3% -0.9% -0.9%
2023 5.8% -1.2% 1.4% 1.4% -5.0% 2.3% 1.9% -0.6% -4.3% 1.3%