Indices
  • The only Canadian indices that compare performance and volatility for groups of mutual funds with similar Prospectus Risk ratings
  • Identify the best performing funds within a Prospectus Risk rating peer group
  • Analyze and identify the best performing Prospectus Risk categories
  • Determine your fund's risk exposure in line with the category
Overview:
Fundata Canada captures 99.9% of the current Prospectus Risk Ratings for the more than 21,000 prospectus-issuing mutual funds in Canada.

According to recommendations by the Investment Funds Institute of Canada, standard deviation is the most widely understood measure of portfolio risk, and should be related to the Prospectus Risk ranking assigned to a fund. However, fund managers may assign any risk rating they decide is suitable for the fund.
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There are five Prospectus Risk rating categories:
LOW LOW TO MEDIUM MEDIUM MEDIUM TO HIGH HIGH

This can cause significant discrepancies among the standard deviation of funds within the same risk category. The Fundata Prospectus Risk Indices highlight these discrepancies and provide objective Prospectus Risk benchmarks to measure the degree to which a fund stays within or varies from its stated risk category.

The Fundata Prospectus Risk Indices will give investors a standard by which to measure mutual funds according to the level of risk assigned by the fund manager.

The Prospectus Risk Indices were constructed using the following methodology:
  • An equal-weighted index that tracks performance and risk-return profiles of constituent funds
  • Funds must have three or more years of history
  • The same constituents test is used for each Index, and risk ratings are updated monthly
  • Grouped funds are plotted in terms of 3 year annualized standard deviation versus 3 year compound return
FUNDATA PROSPECTUS RISK INDICES

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