A long/short fund that aims to preserve and grow capital over time.
The Preservation Trust aims to generate solid returns when opportunities present themslves, while minimizing drawdowns in more difficult market environments.
Monthly Fund Returns
Since inception
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
NOV
DEC
YTD
1999
-
-
-
-
13.92
-1.82
3.35
-3.68
4.79
-1.08
-10.52
0.74
4.04
2000
-1.32
-5.23
0.53
24.00
10.99
-1.42
2.67
2.97
-0.36
2.97
1.20
-2.93
35.91
2001
15.58
7.39
6.14
-0.60
8.60
-2.53
11.30
10.80
3.01
4.76
-10.16
-1.59
63.12
2002
8.03
4.04
-3.26
5.52
1.77
2.21
1.38
-2.22
1.10
-2.90
1.04
2.09
19.80
2003
0.53
-3.90
-0.28
-3.32
-0.73
0.37
3.93
0.43
-1.12
1.80
1.80
4.50
3.72
2004
-0.87
1.33
0.51
-0.48
1.78
-0.85
0.89
-2.14
-0.40
-1.10
-2.97
-8.83
-12.77
2005
0.55
1.01
0.09
0.03
-5.31
0.05
-1.47
0.80
0.11
-3.62
-0.26
2.90
-5.25
2006
0.24
1.29
3.07
0.60
0.37
-2.43
2.61
-0.13
-1.47
2.67
3.30
0.04
10.45
2007
1.93
5.96
3.71
0.51
-1.58
4.83
5.28
3.11
0.01
1.61
6.02
0.65
36.73
2008
1.14
-0.14
3.81
-4.97
-1.61
3.70
4.72
1.15
7.33
3.32
1.06
0.78
21.62
2009
-0.03
-3.69
1.55
1.20
2.37
-0.62
-0.89
-0.01
1.13
1.08
0.30
-0.03
2.25
2010
0.40
-0.14
-1.22
-0.54
0.50
2.87
-4.28
1.58
-
-
-
-
-0.98
Relative Performance
Cumulative returns of the fund against its benchmark (since inception)
Return Analysis
Comparison of return statistics of the fund against its benchmark
Preservation Trust - B
Benchmark
Avg. Monthly Return (since incep.)
1.18%
0.22%
Months with Positive 1-year Return
79.20%
60.00%
Months with Negative 1-year Return
20.80%
40.00%
Annualized Returns
Since Inception
13.98%
1.42%
1 Year
1.49%
6.29%
3 Year
10.11%
-7.47%
5 Year
12.99%
-0.27%
10 Year
12.12%
-1.42%
Best Month
24.00%
8.81%
Worst Month
-10.52%
-16.88%
Best 12 Month Return
90.46%
46.79%
Worst 12 Month Return
-19.06%
-42.35%
Advancing Months
63.24%
55.15%
Declining Months
36.76%
44.85%
Risk Management
Comparison of volatility statistics of the fund against its benchmark
Preservation Trust - B
Benchmark
Annualized Standard Deviation
Since Inception
14.94%
15.30%
Last 12 Months
6.05%
14.92%
Kurtosis
6.72
1.13
Skewness
1.46
-0.76
Up Months
Average Monthly Return
3.19%
3.34%
Standard Deviation
3.89%
2.13%
Down Months
Average Monthly Return
-2.26%
-3.62%
Standard Deviation
2.43%
3.33%
Sharpe Ratio (4%)
Since Inception
0.67
-0.17
Last 12 Months
-0.41
0.15
Largest Peak to Valley Drawdown
-21.48%
-48.48%
* The benchmark used for the JCClark Preservation Trust is equal weightings of the S&P 500 and S&P/TSX Composite Index.
