Results as of 2024-12-19
Evovest Global Market Neutral Strategy aims to create absolute returns in CAD minimally correlated with the global equity market.
The underlying strategy relies on the automation and enhancement of the fundamental investment process of a portfolio manager using artificial intelligence (AI).
The strategy is rebalanced on a weekly basis and takes long and short positions located in USA, Canada, UK, Europe, Japan and Hong Kong.
| Evovest | |
|---|---|
| Return (ann.) | 8.09% |
| Alpha (ann.) | 2.63% |
| Std (ann.) | 6.54% |
| Reward / Risk | 1.24 |
| Max drawdown | -6.34% |
| Tracking error (ann.) | 8.44% |
| Beta | NA |
| Evovest | |
|---|---|
| This Week | 1.40% |
| MTD | 3.01% |
| QTD | 4.31% |
| YTD | 19.79% |
| TTM | 19.47% |
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.2% | -2.8% | -0.1% | -1.9% | 0.3% | 1.1% | 0.9% | -1.8% | -1.8% | -5.7% | |||
| 2024 | 6.1% | 3.0% | 1.2% | 0.7% | -0.1% | 2.0% | -4.2% | 3.4% | 2.3% | 3.0% | -1.7% | 3.0% | 19.8% |
The returns presented are in CAD and include transaction costs but exclude management and operating fees. Past performance is not indicative of future results.