LOM Money Market Fund CAD
To preserve capital and liquidity while providing, through active management, a return in line with short-term money rates of the relevant currency.
Management Style
Management monitors macroeconomic indicators to project short-term interest rate trends. Average portfolio maturity is adjusted to be consistent with interest rate forecasts; shortened if rates are projected to trend higher and lengthened if rates are projected to fall.
Fund Performance
All data as of December 30th, 2011
Table represents annualized yield.
Table represents annualized yield.
| 7 Day Yield | 0.25% |
| 30 Day Yield | 0.41% |
| YTD Return | 0.59% |
| Return Since Inception | 37.27% |
|
Year
|
Jan
|
Feb
|
Mar
|
Apr
|
May
|
Jun
|
Jul
|
Aug
|
Sep
|
Oct
|
Nov
|
Dec
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
2011
|
0.83%
|
0.64%
|
0.71%
|
0.89%
|
0.64%
|
0.66%
|
0.62% | 0.51% |
0.73% | 0.55% |
0.23%
|
0.41% |
|
2010
|
0.04%
|
0.03%
|
0.04%
|
3.47%
|
-3.12%
|
0.13%
|
0.10% | 0.35% | 0.50% |
0.55% |
0.71% |
0.77% |
|
2009
|
0.97%
|
0.91%
|
0.68%
|
0.37%
|
0.29% |
0.20%
|
0.23% | 0.34% |
0.12%
|
0.29%
|
0.11%
|
0.08%
|
|
2008
|
5.15%
|
3.85% |
3.39%
|
2.35%
|
3.08%
|
2.47%
|
1.75%
|
2.47%
|
2.31%
|
2.38%
|
2.53%
|
1.66%
|
|
2007
|
3.55%
|
3.81%
|
3.58%
|
3.57%
|
3.96%
|
3.56%
|
3.51%
|
4.23%
|
4.07%
|
3.92%
|
4.01%
|
3.51%
|
|
2006
|
3.24%
|
2.53%
|
3.16%
|
2.98%
|
3.26%
|
3.45%
|
3.79%
|
3.85%
|
3.38%
|
3.47%
|
3.71%
|
3.35%
|
|
2005
|
2.00%
|
2.02%
|
1.77%
|
1.94%
|
1.96%
|
1.94%
|
1.87%
|
2.02%
|
2.04%
|
2.30%
|
2.28%
|
2.81%
|
|
2004
|
2.00%
|
1.86%
|
1.69%
|
1.51%
|
1.64%
|
1.41%
|
1.54%
|
1.49%
|
1.37%
|
1.62%
|
1.91%
|
1.99%
|
|
2003
|
1.91%
|
2.11%
|
2.39%
|
2.44%
|
2.68%
|
2.82%
|
2.53%
|
2.21%
|
2.15%
|
2.08%
|
1.92%
|
2.08%
|
|
2002
|
1.23%
|
1.39%
|
1.54%
|
1.80%
|
1.75%
|
1.90%
|
2.18%
|
2.18%
|
2.21%
|
2.19%
|
2.01%
|
2.33%
|
Top 10 Holdings
| Issuer | Coupon | Maturity | Weighting | ||
|---|---|---|---|---|---|
| MS |
FLOAT |
02/23/12 | 7.3% | ||
| EACDA | 9.62% | 02/13/12 | 6.1% | ||
| TOTAL | 4.12% | 01/25/12 | 6.1% |
||
| GTAA |
6.25% |
01/30/12 |
6.0% | ||
| BRCOL |
5.75% |
01/09/12 |
6.0% | ||
| EURHYP | 4.12% |
1/25/12 | 5.9% | ||
| COE |
5.25% | 2/27/12 | 5.9% | ||
| FINQUE | FLOAT | 4/25/12 | 5.9% |
||
| QHESTP | FLOAT |
09/19/12 | 5.8% |
||
| TD | FLOAT | 09/19/12 | 5.8% | ||
Current Monthly Strategy Allocation
Analytics (1 Year)
| CAD Money Market | |
|---|---|
| Return Volatility |
0.04%
|
| Sharpe Ratio |
-7.03%
|
| Sortino Ratio |
-0.78% |
| Downside Risk |
0.02%
|
| % Periods Up |
100%
|
| % Periods Down |
0.00%
|
| Maximum Drawdown |
0.00%
|
| Volatility |
0.04%
|
| Standard Deviation |
0.05%
|
| Semivariance |
0.03%
|
|
|
Investors should consider factors that may be relevant to their circumstances, including tax considerations, before making any investments. Please note that past performance of an investment, is not a guide to future performance. Investment return and principal value may fluctuate with changing market conditions. Products described herein, may involve greater risk. Please meet with your Investment Advisor to discuss your personal situation. Where appropriate, please review a prospectus to obtain a complete outline of the terms and risks associated with mutual fund investments.
