Institutional Investing
 

Institutional Funds

TD Emerald Low Volatility Plus All World Equity Pooled Fund Trust

Investment Strategy
Over the long term, the Fund aims to outperform the benchmark, with less volatility. The Fund is broadly diversified, investing primarily in global equity included in the MSCI All Country World Index ND – C$. TD Asset Management Inc. aims to optimize the Fund by overweighting equities that are expected to deliver less volatile returns and by underweighting or excluding equities that are expected to deliver more volatile returns. As a result, the Fund may possess significantly different characteristics than the Index, and exhibit high tracking error compared to the benchmark, even though the standard deviation of return is expected to be less than that of the Index. This strategy incorporates return forecasts to enhance returns.
Investment Objective

The Fund seeks to outperform the MSCI All Country World Index by 1% on a total return basis over a full market cycle while providing better risk-adjusted returns (i.e. Sharpe ratio) than the index.

Who Should Invest
The Fund is designed for institutional investors seeking a broadly diversified portfolio that aims to outperform the MSCI All Country World Index ND - C$ while providing better risk-adjusted returns over the long term.
Fund Facts
Asset ClassGlobal Equity
Management PhilosophyActive Quantitative
Inception DateApril 22, 2014
BenchmarkMSCI All Country World Index ND (C$)
Details
NAV($) / Yield (%)10.8407 (As of January 20, 2021)
Distribution DateDecember 31, 2020
Income Distribution0.2718
Capital Distribution0.0000
Total Distribution0.2718
AUM (in millions)125.03 (As of December 31, 2020)
Distribution FrequencyAnnual

*Rates of return are time-weighted, reflecting income during the period but do not include any deduction for management fees.

Performance
1 M3 MYTD1 Y2 Y3 Y4 Y5 Y10 YSince Inception
Fund0.621.10-11.81-11.810.940.123.143.56-6.42
Benchmark2.879.3814.2214.2217.1710.6711.9410.33-11.37

*Performance as of December 31, 2020. 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
20192018201720162015
Fund15.53-1.4912.775.2515.32
Benchmark20.20-1.2615.834.1317.10
January 21, 2021