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Institutional Funds
TD Emerald Low Volatility All World Equity Pooled Fund Trust
Investment Strategy
The TD Emerald Low Volatility All World Equity Pooled Fund Trust intends to achieve its objective by investing primarily in common shares of corporations which are included in the MSCI All Country World Index. The portfolio of the Fund is broadly diversified in a large number of securities but is not expected to include all securities in the index.
In order to potentially deliver significantly less volatile returns than the MSCI All Country World Index, we build a portfolio with significantly different characteristics. As a result, the tracking error relative to the index is expected to be relatively high even though the standard deviation of return is expected to be materially less than that of the index.
Investment Objective
The investment objective of the Fund is to provide a better risk-adjusted return than the MSCI All Country World Index.
Who Should Invest
The Fund is designed for institutional investors seeking a broadly diversified portfolio with less volatile returns than the MSCI All Country World Index ND - C$.
Click here to view Strategy Overview
Fund Facts
| Asset Class | Equity |
| Management Philosophy | Active Quantitative |
| Inception Date | May 09, 2011 |
| Benchmark | MSCI All Country World Index ND (C$) |
Details
| NAV($) / Yield (%) | 19.2073 (As of January 23, 2020) |
| Distribution Date | December 31, 2019 |
| Income Distribution | 0.5634 |
| Capital Distribution | 0.0717 |
| Total Distribution | 0.6352 |
| AUM (in millions) | 3,194.86 (As of December 31, 2019) |
| Distribution Frequency | Annual |
*Rates of return are time-weighted, reflecting income during the period but do not include any deduction for management fees.
Performance
| 1 M | 3 M | YTD | 1 Y | 2 Y | 3 Y | 4 Y | 5 Y | 10 Y | Since Inception | |
| Fund | -0.05 | 1.95 | 14.64 | 14.64 | 7.88 | 8.96 | 8.84 | 10.21 | - | 12.94 |
| Benchmark | 1.07 | 6.71 | 20.20 | 20.20 | 8.94 | 11.19 | 9.38 | 10.88 | - | 11.71 |
*Performance as of December 31, 2019. Year To Date - performance based on most recent month-end data.
*Benchmark is MSCI All Country World Index ND (C$)
Note: Fund performance is before fees but after expenses
Yearly Performance
| 2018 | 2017 | 2016 | 2015 | 2014 | |
| Fund | 1.52 | 11.15 | 8.48 | 15.87 | 19.58 |
| Benchmark | -1.26 | 15.83 | 4.13 | 17.10 | 13.55 |