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Performance

Traditional long-bias investing with a focus on stock-picking.

The Commonwealth Patriot Trust has a flexible investment mandate, allowing it to generate returns through prudent security-selection, rather than market timing or closet indexing.  As a result, it has a relatively low correlation to the S&P/TSX, its benchmark (approximately 0.7).

Monthly Fund Returns

Since inception

 

JAN

FEB

MAR

APR

MAY

JUN

JUL

AUG

SEP

OCT

NOV

DEC

YTD

 

2003

-

-4.10

-1.02

2.97

7.94

2.43

6.73

4.62

-2.94

1.99

2.74

3.89

27.50

 

2004

0.19

2.97

0.77

-0.85

1.22

-1.18

-1.27

-0.06

4.81

2.23

4.51

-1.21

12.54

 

2005

0.53

4.24

-2.13

-2.06

3.06

2.54

6.72

-2.22

0.79

-8.37

4.27

4.59

11.57

 

2006

5.26

-3.55

5.38

2.39

-4.96

-6.93

3.28

1.35

-3.61

2.58

0.96

0.19

1.44

 

2007

1.08

1.88

0.13

4.00

2.77

-1.66

1.01

-4.24

2.79

3.66

0.77

0.77

13.43

 

2008

0.13

3.94

-1.06

2.98

0.34

2.21

-0.48

0.48

-5.74

-12.05

-0.94

2.75

-8.24

 

2009

-0.03

-6.68

7.13

8.63

9.25

-2.36

-1.25

6.15

2.22

2.06

1.59

1.91

31.12

 

2010

2.19

2.11

1.82

0.34

-2.34

-1.15

0.46

1.63

-

-

-

-

5.07

 

Relative Performance (since inception)

Cumulative returns of fund against its benchmark

Return Analysis

Comparison of return statistics of the fund against its benchmark

 

Commonwealth Patriot Trust

Benchmark

Avg. Monthly Return (since incep.)

1.00%

0.75%

Months with Positive 1-year Return

82.50%

82.50%

Months with Negative 1-year Return

17.50%

17.50%

Annualized Returns

 

 

Since Inception

11.79%

8.17%

1 Year

13.49%

9.63%

3 Year

11.01%

-4.45%

5 Year

7.94%

2.23%

10 Year

n/a

n/a

Best Month

9.25%

11.21%

Worst Month

-12.05%

-16.93%

Best 12 Month Return

46.66%

43.17%

Worst 12 Month Return

-17.74%

-40.19%

Advancing Months

68.13%

63.74%

Declining Months

31.87%

36.26%

Risk Management

Comparison of volatility statistics of the fund against its benchmark

 

Commonwealth Patriot Trust

Benchmark

Annualized Standard Deviation

Since Inception

12.50%

14.87%

Last 12 Months

5.11%

13.96%

Kurtosis

1.57

3.52

Skewness

-0.62

-1.26

Up Months

Average Monthly Return

2.86%

3.29%

Standard Deviation

2.19%

1.97%

Down Months

Average Monthly Return

-2.98%

-3.71%

Standard Deviation

2.78%

3.65%

Sharpe Ratio (4%)

Since Inception

0.62

0.28

Last 12 Months

1.86

0.40

Largest Peak to Valley Drawdown

-21.28%

-44.80%
* The benchmark used for the JCClark Commonwealth Patriot Trust is the S&P/TSX Composite Index.
 

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