The Jemekk Total Return Fund is an alternative investment partnership that invests primarily in mid- to large-capitalized Canadian and US securities. The Fund was created with the objective provide investors with superior risk-adjusted absolute returns, and designed to achieve positive returns in all market environments. These investment goals will be met primarily through long and short investments in equities, convertible bonds and options, and uses a multi-strategy approach to achieve its return objectives.

Return Highlights

Compound Annualized Returns 7.11%
Average Monthly Return 0.63%
Highest Monthly Return 10.04%
Lowest Monthly Return -15.49%
Total Positive/Negative Months 74/38

Statistical Analysis

Percentage of Months Beat Benchmark When Positive 38%
Percentage of Months Beat Benchmark When Negative 79%
Annual Standard Deviation 11.27%
Sharpe Ratio (0.5%) 0.62
Sortino Ratio (MAR=0%) 0.92

Value Added Monthly Index

Value of $1,000 invested since inception (April 1, 2008)

Fund Returns vs Benchmarks (%)

1yr 3yr 5yr *CAGR
Total Return Fund 13.21 5.36 8.50 7.23
S&P TSX 11.05 3.08 8.74 4.46
S&P 500 17.90 9.61 14.63 9.11

* CAGR (compound annual growth rate) is the annualized return rate since inception; all fund returns are net of fees.

Net Sector Breakdown1

1 net sector exposure is assumed long unless noted as net short;
All portfolio data as at July 31, 2017