Description

QCD uses an active, rules-based investment strategy to build its portfolio. The fund evaluates securities of large-, mid- and small-cap Canadian companies using a quantitative model that identifies growth, value, quality and risk characteristics. A minimum variance approach is also utilized to minimize portfolio volatility. After selecting its portfolio holdings, QCD incorporates country, industry, group, sector and individual security constraints to achieve portfolio diversification, liquidity and risk mitigation. The portfolio is reconstituted and rebalanced on a monthly basis. Investors should note that frequent buying and selling of securities could lead to a high portfolio turnover.