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WaveFront Global Diversified Investment Fund Series A
Alternative Multi-Stratgy
Click for more information on Fundata’s FundGrade
FundGrade C
Click for more information on Fundata’s FundGrade.
|
NAVPS (05-13-2026) |
$13.60 |
|---|---|
| Change |
$0.06
(0.41%)
|
As at April 30, 2026
As at April 30, 2026
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Legend
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Fund Returns
Inception Return (May 01, 2009): 1.74%
| Row Heading | Return | Annualized Return | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Mth | 3 Mth | 6 Mth | YTD | 1 Yr | 2 Yr | 3 Yr | 4 Yr | 5 Yr | 6 Yr | 7 Yr | 8 Yr | 9 Yr | 10 Yr | |
| Fund | 1.98% | 7.67% | 7.94% | 6.90% | 11.07% | -4.93% | -0.36% | -2.26% | 3.43% | 6.36% | 7.46% | 5.72% | 3.50% | 0.07% |
| Benchmark | 3.81% | 7.00% | 13.54% | 7.89% | 40.10% | 28.50% | 21.54% | 16.52% | 15.51% | 18.30% | 14.14% | 13.56% | 12.35% | 12.61% |
| Category Average | 2.84% | 2.01% | 5.47% | 4.12% | 14.95% | 7.85% | 6.97% | 5.01% | 3.94% | 5.44% | 4.28% | - | - | - |
| Category Rank | 70 / 136 | 12 / 133 | 24 / 128 | 23 / 131 | 61 / 112 | 89 / 89 | 67 / 70 | 49 / 50 | 34 / 44 | 20 / 40 | 8 / 34 | - | - | - |
| Quartile Ranking | 3 | 1 | 1 | 1 | 3 | 4 | 4 | 4 | 4 | 2 | 1 | - | - | - |
Monthly Return
| Return % | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -2.32% | -0.51% | 0.30% | 1.51% | 4.52% | -0.49% | -2.11% | 3.15% | -0.72% | 2.29% | 3.22% | 1.98% |
| Benchmark | 5.56% | 2.91% | 1.69% | 4.96% | 5.40% | 0.97% | 3.86% | 1.32% | 0.84% | 7.72% | -4.32% | 3.81% |
Best Monthly Return Since Inception
21.26% (March 2020)
Worst Monthly Return Since Inception
-10.88% (February 2018)
Calendar Return (%)
| Return % | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -21.59% | -13.23% | -13.01% | -8.75% | 35.22% | 12.56% | 22.80% | -4.71% | 1.89% | -6.13% |
| Benchmark | 21.08% | 9.10% | -8.89% | 22.88% | 5.60% | 25.09% | -5.84% | 11.75% | 21.65% | 31.68% |
| Category Average | - | - | - | - | 4.04% | 6.86% | -5.49% | 4.47% | 5.04% | 9.01% |
| Quartile Ranking | - | - | - | 4 | 1 | 1 | 1 | 4 | 4 | 4 |
| Category Rank | - | - | - | 17/ 17 | 2/ 36 | 6/ 41 | 2/ 48 | 66/ 69 | 66/ 83 | 99/ 101 |
Best Calendar Return (Last 10 years)
35.22% (2020)
Worst Calendar Return (Last 10 years)
-21.59% (2016)
Asset Allocation
| Name | Percent |
|---|---|
| Cash and Equivalents | 96.82 |
| Commodities | 2.27 |
| Derivatives | 0.57 |
| Foreign Government Bonds | 0.37 |
| Canadian Government Bonds | 0.01 |
Sector Allocation
| Name | Percent |
|---|---|
| Cash and Cash Equivalent | 96.83 |
| Fixed Income | 0.38 |
| Other | 2.79 |
Geographic Allocation
| Name | Percent |
|---|---|
| North America | 92.46 |
| Asia | 3.14 |
| Europe | 1.37 |
| Other | 3.03 |
Top Holdings
| Name | Percent |
|---|---|
| Cash and Cash Equivalents | 81.43 |
| Cash and Cash Equivalents | 10.76 |
| Cash and Cash Equivalents | 2.77 |
| Cash and Cash Equivalents | 1.06 |
| Cash and Cash Equivalents | 1.02 |
| SOYBEAN OIL FUTR | 0.77 |
| Cash and Cash Equivalents | 0.71 |
| GASOLINE RBOB FUT Jun26 | 0.64 |
| LIVE CATTLE FUTR | 0.43 |
| NIKKEI 225 (SGX) | 0.41 |
Equity Style
Fixed Income Style
Risk vs Return (3 Yr)
WaveFront Global Diversified Investment Fund Series A
Median
Other - Alternative Multi-Stratgy
3 Yr Annualized
| Standard Deviation | 9.43% | 12.71% | 14.85% |
|---|---|---|---|
| Beta | 0.01 | -0.13 | -0.23 |
| Alpha | 0.00 | 0.06 | 0.04 |
| Rsquared | 0.00% | 0.02% | 0.04% |
| Sharpe | -0.38 | 0.10 | -0.05 |
| Sortino | -0.41 | 0.14 | -0.20 |
| Treynor | -6.97 | -0.10 | 0.03 |
| Tax Efficiency | - | 100.00% | 100.00% |
| Volatility |
|
|
|
Risk Rating
Annualized Key Ratio Period Comparison
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 7.62% | 9.43% | 12.71% | 14.85% |
| Beta | -0.07 | 0.01 | -0.13 | -0.23 |
| Alpha | 0.13 | 0.00 | 0.06 | 0.04 |
| Rsquared | 0.01% | 0.00% | 0.02% | 0.04% |
| Sharpe | 1.10 | -0.38 | 0.10 | -0.05 |
| Sortino | 2.07 | -0.41 | 0.14 | -0.20 |
| Treynor | -1.28 | -6.97 | -0.10 | 0.03 |
| Tax Efficiency | 100.00% | - | 100.00% | 100.00% |
Fund Details
| Start Date | May 01, 2009 |
|---|---|
| Instrument Type | Mutual Fund (Alternative) |
| Share Class | Commission Based Advice |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Annual |
| Assets ($mil) | $0 |
Fund Codes
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| AHP4100 |
Investment Objectives
The investment objective of the Fund to seek superior long term absolute and risk-adjusted returns with the potential for low correlation to global equity and fixed-income market returns through the selection and management of long and short positions in a globally diversified portfolio of futures, options, forward contracts and other financial derivative instruments on agricultural and soft commodities, metals, energies, currencies, interest rates and equity indices (the “Underlying Assets”).
Investment Strategy
The central investment tenet of the Fund is that markets exhibit serial correlation or price trends and other persistent anomalies that cannot be explained by random behaviour or the assumption of fully informed and rational market participants. Price trends, or serial correlation in market prices, are caused by changes in risk premiums or the amount of return investors demand to compensate the risks they are taking.
Portfolio Management
| Portfolio Manager |
Arrow Capital Management Inc. |
|---|---|
| Sub-Advisor |
WaveFront Global Asset Management Corp.
|
Management and Organization
| Fund Manager |
Arrow Capital Management Inc. |
|---|---|
| Custodian |
CIBC Mellon Trust Company |
| Registrar |
RBC Investor Services Trust (Canada) |
| Distributor |
- |
Investment Minimums
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | No |
| PAC Initial Investment | - |
| PAC Subsequent | - |
| SWP Allowed | No |
| SWP Min Balance | - |
| SWP Min Withdrawal | - |
Fees
| MER | 2.86% |
|---|---|
| Management Fee | 2.00% |
| Load | Back Fee Only |
| FE Max | 5.00% |
| DSC Max | - |
| Trailer Fee Max (FE) | 1.00% |
| Trailer Fee Max (DSC) | - |
| Trailer Fee Max (NL) | - |
| Trailer Fee Max (LL) | - |
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