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Emerging Markets Equity

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Sun Life MFS Low Volatility International Equity Fund

$10.0810
Net asset value per security (NAVPS) as of September 25, 2017
$0.0223 0.22%
Benchmark

MSCI EAFE C$ Index

Fund category

International Equity

MorningstarTM Rating

-

Funds in category

-

Mutual fund categories are maintained by the Canadian Investment Funds Standards Committee (CIFSC).

 

Portfolio analysis (as of July 31, 2017)

Composition

%
Cash 0.3
Fixed income 0.0
Canadian equity 0.0
U.S. equity 0.0
International equity 98.7
Emg markets equity 0.0
Other 1.0

Equity style

Market cap %
Giant 45.8
Large 29.7
Medium 24.5
Small 0.0
Micro 0.0

Geographic composition %
Canada 0.0
United States 0.0
China 0.0
Germany 7.0
Japan 26.3
United Kingdom 16.5
Others 50.1
Global equity sectors* %
as of July 31, 2017
Utilities 8.7
Energy 2.0
Financials 15.9
Materials 3.1
Consumer discretionary 10.8
Consumer staples 17.9
Telecommunication services 5.2
Industrials 11.5
Health care 14.7
Information technology 4.5
Real Estate 5.7

Top ten holdings %
as of July 31, 2017
Nestle SA 3.3
Enel SpA 3.2
Novartis AG 2.9
Roche Holding AG Dividend Right Cert. 2.7
Reckitt Benckiser Group PLC 2.6
Vodafone Group PLC 2.4
ABC-Mart Inc 2.3
Terumo Corp 2.1
Jyske Bank A/S 2.0
KDDI Corp 2.0

Performance analysis (as of August 31, 2017)

CALENDAR YEAR YTD 2016* 2015 2014 2013 2012 2011 2010 2009 2008 2007
Total assets $M 0.5 0.3 - - - - - - - - -
Fund return % 6.8 -1.9 - - - - - - - - -
Category return % 10.5 - - - - - - - - - -
Distribution $/security 0.03 0.25 - - - - - - - - -
Quartile
(within category)
4 - - - - - - - - - -
TRAILING 1 mth 3 mth 6 mth 1 yr 2 yr 3 yr 5 yr 10 yr Since
inception
Fund return % 0.1 -6.8 5.0 2.7 - - - - 3.0
Category return % 0.3 -3.7 6.9 12.1 - - - - -
MorningstarTM rating - - - - - - - - -
Quartile
(within category)
3 4 4 4 - - - - -
# of funds in category 563 549 535 502 - - - - -
CALENDAR YEARTRAILING

CALENDAR YEAR

Total assets $M

  • YTD
  • 2016*
  • 2015
  • 2014
  • 2013
  • 2012
  • 2011
  • 2010
  • 2009
  • 2008
  • 2007
  • 0.5
  • 0.3
  • -
  • -
  • -
  • -
  • -
  • -
  • -
  • -
  • -

Fund return %

  • YTD
  • 2016*
  • 2015
  • 2014
  • 2013
  • 2012
  • 2011
  • 2010
  • 2009
  • 2008
  • 2007
  • 6.8
  • -1.9
  • -
  • -
  • -
  • -
  • -
  • -
  • -
  • -
  • -

Category return %

  • YTD
  • 2016*
  • 2015
  • 2014
  • 2013
  • 2012
  • 2011
  • 2010
  • 2009
  • 2008
  • 2007
  • 10.5
  • -
  • -
  • -
  • -
  • -
  • -
  • -
  • -
  • -
  • -

Distribution $/security

  • YTD
  • 2016*
  • 2015
  • 2014
  • 2013
  • 2012
  • 2011
  • 2010
  • 2009
  • 2008
  • 2007
  • 0.03
  • 0.25
  • -
  • -
  • -
  • -
  • -
  • -
  • -
  • -
  • -

Quartile (within category)

  • YTD
  • 2016*
  • 2015
  • 2014
  • 2013
  • 2012
  • 2011
  • 2010
  • 2009
  • 2008
  • 2007
  • 4
  • -
  • -
  • -
  • -
  • -
  • -
  • -
  • -
  • -
  • -

TRAILING

Fund return %

  • 1 mth
  • 3 mth
  • 6 mth
  • 1 yr
  • 2 yr
  • 3 yr
  • 5 yr
  • 10 yr
  • Since inception
  • 0.1
  • -6.8
  • 5.0
  • 2.7
  • -
  • -
  • -
  • -
  • 3.0

Category return %

  • 1 mth
  • 3 mth
  • 6 mth
  • 1 yr
  • 2 yr
  • 3 yr
  • 5 yr
  • 10 yr
  • Since inception
  • 0.3
  • -3.7
  • 6.9
  • 12.1
  • -
  • -
  • -
  • -
  • -

Morningstar TM rating

  • 1 mth
  • 3 mth
  • 6 mth
  • 1 yr
  • 2 yr
  • 3 yr
  • 5 yr
  • 10 yr
  • Since inception
  • -
  • -
  • -
  • -
  • -
  • -
  • -
  • -
  • -

Quartile
(within category)

  • 1 mth
  • 3 mth
  • 6 mth
  • 1 yr
  • 2 yr
  • 3 yr
  • 5 yr
  • 10 yr
  • Since inception
  • 3
  • 4
  • 4
  • 4
  • -
  • -
  • -
  • -
  • -

# of funds in category

  • 1 mth
  • 3 mth
  • 6 mth
  • 1 yr
  • 2 yr
  • 3 yr
  • 5 yr
  • 10 yr
  • Since inception
  • 563
  • 549
  • 535
  • 502
  • -
  • -
  • -
  • -
  • -

*For the period February 11 to December 31.

3-YEAR RISK MEASURES (as of August 31, 2017)

Annualized returns are used to calculate the risk metrics below.
Standard deviation (fund) - Sharpe ratio - Alpha -
Standard deviation (category) - R2 - Beta -
Standard deviation (fund) -
Sharpe ratio -
Alpha -
Standard deviation (category) -
R2 -
Beta -
  • Standard deviation: Standard deviation measures volatility, which is often used as an indicator of risk. In general, funds with higher standard deviation (higher volatility) will have returns that change more over time. They typically have a greater chance of losing money and may have a greater chance of higher returns. Funds with lower standard deviation (lower volatility) tend to have returns that change less over time. They typically have lower returns and may have a lower chance of losing money.
  • Sharpe ratio: The Sharpe ratio combines a risk measurement and a return measurement into a single number. It uses standard deviation (defined above) to determine a fund's risk per unit of return, otherwise known as a "risk-adjusted" return. A higher Sharpe ratio is better. When comparing two funds, the one with the higher Sharpe ratio outperformed the one with the lower ratio on a risk-adjusted basis.
  • R2: (pronounced "R-squared") measures how much of a fund's price movement can be attributed to the movement of the fund's benchmark. On a scale of 0-100, an R2 of 100 means 100% of the fund's price movement can be explained by the movement of the benchmark. An R2 of 85 means 85% of the fund's price movement can be explained by the movement of the benchmark, with 15% of the fund's price movement due to other factors.
  • Alpha: Alpha measures the difference between a fund's return and the return of its benchmark, taking into consideration volatility. An alpha of 1 means a fund outperformed its benchmark by 1 percentage point over the period with the same volatility. An alpha of -1 means the fund underperformed its benchmark by 1 percentage point.
  • Beta: Beta measures the price movement of a security in relation to its benchmark. A security with a beta higher than 1 means the security's price movement is more extreme (up or down) than the benchmark's. A security with a beta lower than 1 means the security's price movement is less extreme than the benchmark's. A beta of 1 means the security moves in step with its benchmark.
Risk Measures are not available for funds with a history of less than three years.

Current value of a $10,000 investment

$

Time frame:

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