Metric Asset Management Diversified Alpha Fund Performance1, 2, 3
| Date | Alpha Fund | Bloomberg Multi Strat Index |
Credit Suisse Multi Strat Index |
S&P 500 Index |
S&P TSX Composite Index |
EAFE Index |
MSCI World Index |
FTSE TMX |
| 10/31/2018 | -2.90% | -13.16% | TBD | -6.84% |
-5.73% |
-7.96% | -7.34% | -0.72% |
| 09/28/2018 | -0.24% | 1.94% | 0.10% | 0.57% |
-0.89% |
0.87% | 0.87% | -1.03% |
| 08/31/2018 | 0.59% | 0.30% | 0.12% | 3.26% |
-0.82% |
-1.93% | 1.24% | 0.87% |
| 07/31/2018 | 0.08% | -0.07% | 0.36% | 3.72% | 1.15% | 2.46% | 3.12% | -0.80% |
| 06/29/2018 | 0.21% | 0.22% | -0.23% | 0.62% | 1.69% | -1.22% | -0.05% | 0.63% |
| 05/31/2018 | 0.92% | -0.14% | 0.28% | 2.41% | 3.34% | -2.25% | 0.63% | 0.81% |
| 04/30/2018 | -0.75% | -0.18% | 0.49% | 1.82% | 1.66% | 2.28% | 1.15% | -0.64% |
| 03/29/2018 | -0.32% | 0.05% | -0.06% | -2.54% | -0.16% | -1.82% | -2.18% | 0.60% |
| 02/28/2018 | -1.23% | 4.72% | -2.12% | -3.69% | -3.02% | -4.51% | -4.14% | 0.05% |
| 01/31/2018 | 1.31% | 2.84% | 2.71% | 5.73% | -1.39% | 5.02% | 5.28% | -0.89% |
| 12/29/2017 | 0.04% | 0.75% | 0.91% | 1.11% | 1.20% | 1.61% | 1.35% | -0.37% |
| 11/30/2017 | 0.85% | 1.16% | 0.10% | 3.07% | 0.47% | 1.05% | 2.17% | 0.95% |
| 10/31/2017 | 0.76% | 0.15% | 1.28% | 2.33% | 2.73% | 1.52% | 1.89% | 1.45% |
| 09/29/2017 | 0.09% | 0.90% | -0.15% | 2.06% | 3.06% | 2.49% | 2.24% | -1.34% |
| 08/31/2017 | 0.12% | 0.83% | 0.59% | 0.31% | 0.67% | -0.04% | 0.14% | 1.35% |
| 07/31/2017 | 0.52% | 0.55% | 1.37% | 2.06% | -0.06% | 2.88% | 2.39% | -1.80% |
| 06/30/2017 | -0.77% | 0.80% | -0.49% | 0.62% | -0.75% | -0.18% | 0.38% | -1.21% |
| 05/31/2017 | 0.84% | 0.73% | 0.82% | 1.41% | -1.33% | 3.67% | 2.12% | 0.88% |
| 04/30/2017 | 0.34% | 0.51% | 0.43% | 1.03% | 0.44% | 2.54% | 1.48% | 1.44% |
| 03/31/2017 | -0.31% | 1.04% | 0.39% | 0.12% | 1.34% | 1.34% | 1.07% | 0.26% |
| 02/28/2017 | 0.87% | 0.59% | 0.97% | 3.97% | 0.21% | 1.43% | 2.77% | 1.00% |
| 01/31/2017 | 0.10% | 1.32% | 0.70% | 1.90% | 0.85% | 2.90% | 2.41% | -0.16% |
| 12/31/2016 | 0.06% | 0.01% | 0.96% | 1.98% | 1.66% | 3.42% | 2.39% | -0.51% |
| 11/30/2016 | 0.54% | 0.19% | 0.36% | 3.70% | 2.19% | -1.99% | 1.44% | -2.02% |
| 10/31/2016 | 0.32% | -0.38% | -0.18% | -1.82% | 0.62% | -2.05% | -1.94% | -1.00% |
| 09/30/2016 | -0.34% | 0.53% | 0.12% | 0.02% | 1.22% | 1.23% | 0.53% | 0.14% |
| 08/31/2016 | 1.47% | 1.05% | 0.47% | 0.14% | 0.27% | 0.07% | 0.08% | 0.13% |
| 07/29/2016 | 1.79% | 0.39% | 1.15% | 3.69% | 3.91% | 5.07% | 4.22% | 0.75% |
| 06/30/2016 | 0.12% | 0.11% | -0.10% | 0.26% | 0.34% | -3.36% | -1.12% | 1.89% |
| 05/31/2016 | 0.92% | 0.09% | 0.36% | 1.80% | 1.00% | -0.91% | 0.56% | 0.71% |
| 04/29/2016 | 0.08% | 0.27% | 0.34% | 0.39% | 3.68% | 2.90% | 1.58% | 0.01% |
| 03/31/2016 | 3.73% | 1.24% | 0.29% | 6.78% | 5.28% | 6.51% | 6.79% | 0.68% |
| 02/29/2016 | -0.06% | -0.03% | -1.08% | -0.13% | 0.47% | -1.83% | -0.74% | 0.24% |
| 01/29/2016 | -0.06% | -0.90% | -1.41% | -4.96% | -1.17% | -7.23% | -5.98% | 0.30% |
| 12/31/2015 | -1.78% | 0.20% | -0.85% | -1.58% | -3.07% | -1.35% | -1.76% | 1.10% |
| 11/30/2015 | 0.15% | -0.18% | 0.20% | 0.30% | -0.23% | -1.56% | -0.50% | 0.14% |
| 10/30/2015 | 0.61% | 0.86% | 0.53% | 8.44% | 1.96% | 7.82% | 7.92% | -0.33% |
| 09/30/2015 | -1.21% | -1.22% | -1.41% | -2.47% | -3.67% | -5.08% | -3.69% | -0.24% |
| 08/31/2015 | -1.07% | -1.42% | -1.99% | -6.03% | -4.04% | -7.36% | -6.62% | -1.17% |
| 07/31/2015 | 1.23% | -0.34% | 0.87% | 2.10% | -0.32% | 2.08% | 1.80% | 1.72% |
| 06/30/2015 | 0.69% | -0.62% | -1.31% | -1.94% | -2.78% | -2.83% | -2.33% | -0.73% |
| 05/29/2015 | 1.81% | 0.13% | 0.83% | 1.29% | -1.22% | -0.51% | 0.34% | 0.20% |
| 04/30/2015 | -0.31% | 0.62% | 0.02% | 0.96% | 2.43% | 4.08% | 2.35% | -1.58% |
| 03/31/2015 | -0.31% | 0.29% | 0.60% | -1.58% | -1.88% | -1.52% | -1.57% | -0.29% |
| 02/27/2015 | 1.86% | 2.52% | 1.06% | 5.75% | 3.98% | 5.98% | 5.86% | -0.13% |
| 01/30/2015 | 1.80% | -0.18% | 0.81% | -3.00% | 0.55% | 0.49% | -1.81% | 4.67% |
| 12/31/2014 | -2.39% | -0.45% | 0.01% | -0.25% | -0.44% | -3.46% | -1.61% | 0.49% |
| 11/30/2014 | 1.65% | 0.31% | 1.50% | 2.69% | 1.06% | 1.36% | 2.00% | 1.55% |
| 10/31/2014 | 0.27% | -0.69% | -0.80% | 2.44% | -2.07% | -1.45% | 0.65% | 0.57% |
| 09/30/2014 | 0.10% | -0.18% | -0.01% | -1.40% | -3.99% | -3.84% | -2.71% | -0.74% |
| 08/29/2014 | 0.55% | 0.08% | 0.88% | 4.00% | 2.09% | -0.15% | 2.20% | 1.00% |
| 07/31/2014 | 0.89% | -0.05% | -0.31% | -1.38% | 1.42% | -1.96% | -1.60% | 0.49% |
| 06/30/2014 | 1.52% | 1.06% | 0.96% | 2.07% | 4.07% | 0.96% | 1.79% | 0.40% |
| 05/30/2014 | 1.70% | 0.00% | 1.13% | 2.35% | -0.16% | 1.62% | 1.97% | 1.21% |
| 04/30/2014 | 0.34% | 0.02% | -0.21% | 0.74% | 2.42% | 1.45% | 1.02% | 0.43% |
| 03/31/2014 | 0.66% | 0.72% | -0.48% | 0.84% | 1.23% | -0.64% | 0.14% | -0.16% |
| 02/28/2014 | 1.67% | 0.77% | 1.72% | 4.57% | 3.93% | 5.56% | 5.01% | 0.40% |
| 01/31/2014 | -0.88% | -0.14% | -0.29% | -3.46% | 0.82% | -4.03% | -3.70% | 2.37% |
| 12/31/2013 | 1.04% | 0.04% | 1.19% | 2.53% | 1.99% | 1.50% | 2.12% | -0.30% |
| 11/30/2013 | 0.40% | 0.37% | 1.31% | 3.05% | 0.45% | 0.77% | 1.78% | -0.26% |
| 10/31/2013 | 1.06% | 0.81% | 1.59% | 4.60% | 4.72% | 3.36% | 3.91% | 1.14% |
| 09/30/2013 | 0.87% | 1.03% | 1.27% | 3.14% | 1.40% | 7.39% | 5.00% | 0.61% |
| 08/31/2013 | -0.87% | -0.59% | -0.54% | -2.90% | 1.55% | -1.32% | -2.13% | -0.75% |
| 07/31/2013 | 1.43% | 1.54% | 0.88% | 5.09% | 3.19% | 5.28% | 5.26% | 0.27% |
| 06/30/2013 | -1.88% | -2.20% | -1.66% | -1.34% | -3.76% | -3.55% | -2.46% | -2.22% |
| 05/31/2013 | -0.17% | 2.23% | 0.42% | 2.34% | 1.77% | -2.41% | 0.04% | -1.56% |
| 04/30/2013 | -1.15% | 1.27% | 1.39% | 1.93% | -2.07% | 5.21% | 3.15% | 1.13% |
| 03/31/2013 | -0.17% | 0.67% | 1.21% | 3.75% | -0.19% | 0.82% | 2.34% | 0.37% |
| 02/28/2013 | -0.45% | -0.15% | 0.24% | 1.36% | 1.26% | -0.95% | 0.17% | 0.97% |
| 01/31/2013 | 1.22% | 2.20% | 2.07% | 5.18% | 2.25% | 5.27% | 5.09% | -0.66% |
| 12/31/2012 | 0.27% | -0.22% | 1.48% | 0.91% | 1.95% | 3.20% | 1.88% | -0.24% |
| 11/30/2012 | -0.32% | -0.51% | 0.64% | 0.58% | -1.28% | 2.42% | 1.28% | 0.46% |
| 10/31/2012 | 0.03% | -0.44% | -0.18% | -1.85% | 1.07% | 0.83% | -0.68% | -0.03% |
| 09/30/2012 | 0.45% | 2.38% | 1.04% | 2.58% | 3.43% | 2.96% | 2.75% | 0.50% |
| 08/31/2012 | -0.14% | 0.97% | 0.84% | 2.25% | 2.65% | 2.69% | 2.54% | -0.11% |
| 07/31/2012 | 1.60% | 0.94% | 1.42% | 1.39% | 0.80% | 1.13% | 1.29% | 0.65% |
| 06/30/2012 | 0.10% | 0.45% | -0.40% | 4.12% | 1.10% | 7.01% | 5.10% | 0.12% |
| 05/31/2012 | -0.89% | -2.84% | -1.33% | -6.01% | -6.14% | -11.48% | -8.63% | 1.92% |
| 04/30/2012 | -0.50% | 0.11% | -0.04% | -0.63% | -0.60% | -1.96% | -1.14% | 0.29% |
| 03/31/2012 | 0.78% | -0.25% | 0.05% | 3.29% | -1.63% | -0.46% | 1.29% | -0.50% |
| 02/29/2012 | 0.77% | 2.08% | 1.61% | 4.32% | 1.67% | 5.74% | 4.88% | -0.45% |
| 01/31/2012 | 1.98% | 2.37% | 2.34% | 4.48% | 4.37% | 5.33% | 5.02% | 0.35% |
| 12/30/2011 | -1.28% | -1.46% | -0.22% | 1.02% | -1.70% | -0.95% | -0.06% | 1.77% |
| 11/30/2011 | -0.74% | -1.48% | -0.79% | -0.22% | -0.21% | -4.85% | -2.44% | 0.81% |
| 10/31/2011 | -0.24% | 2.36% | 1.73% | 10.93% | 5.61% | 9.64% | 10.34% | -0.38% |
| 09/30/2011 | -2.13% | -4.53% | -3.20% | -7.03% | -8.66% | -9.53% | -8.64% | 1.64% |
| 08/31/2011 | -1.20% | -2.35% | -2.30% | -5.43% | -1.21% | -9.03% | -7.05% | 1.33% |
| 07/29/2011 | 0.45% | 0.67% | 0.69% | -2.03% | -2.50% | -1.59% | -1.81% | 2.19% |
| 06/30/2011 | -0.96% | -1.25% | -1.36% | -1.67% | -3.33% | -1.25% | -1.58% | -0.05% |
| 05/31/2011 | 0.25% | -1.90% | -0.96% | -1.13% | -0.87% | -2.95% | -2.07% | 1.50% |
| 04/29/2011 | -0.25% | 2.60% | 1.80% | 2.96% | -1.02% | 5.98% | 4.25% | 0.70% |
| 03/31/2011 | -0.89% | 0.50% | 0.12% | 0.04% | 0.12% | -2.24% | -0.99% | 0.10% |
| 02/28/2011 | 1.58% | 1.23% | 1.38% | 3.43% | 4.44% | 3.30% | 3.50% | 0.06% |
| 01/31/2011 | 2.34% | 0.58% | 0.69% | 2.37% | 0.99% | 2.36% | 2.26% | -0.65% |
| 12/31/2010 | 3.02% | 2.56% | 2.90% | 6.68% | 4.09% | 8.10% | 7.35% | 0.27% |
| 11/30/2010 | 1.63% | -1.49% | -0.18% | 0.01% | 2.37% | -4.81% | -2.16% | -1.21% |
| 10/29/2010 | 1.92% | 2.45% | 1.92% | 3.81% | 2.71% | 3.61% | 3.73% | 0.49% |
| 09/30/2010 | 1.78% | 4.25% | 3.43% | 8.92% | 4.09% | 9.80% | 9.32% | 0.62% |
| 08/31/2010 | 0.01% | -0.04% | 0.23% | -4.51% | 1.90% | -3.10% | -3.73% | 1.61% |
| 07/30/2010 | 0.07% | 2.68% | 1.59% | 7.01% | 3.96% | 9.48% | 8.11% | 0.63% |
| 06/30/2010 | -0.72% | -0.42% | -0.84% | -5.23% | -3.71% | -1.00% | -3.43% | 2.05% |
| 05/31/2010 | -1.04% | -4.30% | -2.76% | -7.99% | -3.48% | -11.51% | -9.58% | 0.68% |
| 04/30/2010 | 1.34% | 0.56% | 1.24% | 1.58% | 1.67% | -1.81% | 0.01% | 0.00% |
| 03/31/2010 | 1.25% | 2.30% | 2.22% | 6.03% | 3.81% | 6.24% | 6.19% | -0.84% |
| 02/26/2010 | 0.02% | -0.08% | 0.68% | 3.10% | 4.97% | -0.69% | 1.41% | 0.13% |
| 01/29/2010 | 1.67% | -1.05% | 0.17% | -3.60% | -5.35% | -4.41% | -4.13% | 1.57% |
| 12/31/2009 | 2.03% | -0.40% | 0.88% | 1.93% | 2.93% | 1.44% | 1.80% | -1.31% |
| 11/30/2009 | 0.97% | 1.65% | 2.11% | 6.00% | 5.15% | 2.00% | 4.09% | 1.35% |
| 10/30/2009 | 1.08% | 0.00% | 0.13% | -1.86% | -4.04% | -1.25% | -1.78% | -0.07% |
| 09/30/2009 | 2.30% | 2.93% | 3.04% | 3.73% | 5.14% | 3.83% | 3.99% | 1.31% |
| 08/31/2009 | 2.50% | 1.45% | 1.53% | 3.61% | 0.95% | 5.44% | 4.13% | 0.78% |
| 07/31/2009 | 1.37% | 2.52% | 2.54% | 7.56% | 4.22% | 9.13% | 8.47% | 0.48% |
| 06/30/2009 | 0.30% | 0.05% | 0.43% | 0.20% | 0.34% | -0.57% | -0.45% | 1.32% |
| 05/29/2009 | 6.95% | 5.19% | 4.06% | 5.59% | 11.46% | 11.83% | 9.06% | 0.00% |
| 04/30/2009 | 8.50% | 1.25% | 1.68% | 9.57% | 7.26% | 12.80% | 11.22% | -0.14% |
| 03/31/2009 | 4.06% | 0.50% | 0.65% | 8.76% | 7.79% | 6.34% | 7.54% | 1.70% |
| 02/27/2009 | 0.93% | -2.10% | -0.88% | -10.65% | -6.31% | -10.26% | -10.24% | 0.97% |
| 01/30/2009 | 2.92% | -3.94% | 1.09% | -8.43% | -2.96% | -9.81% | -8.76% | -1.30% |
| 12/31/2008 | 0.36% | 0.67% | -0.03% | 1.06% | -2.64% | 6.01% | 3.21% | 3.20% |
| 11/28/2008 | -7.60% | -1.91% | -4.15% | -7.18% | -4.74% | -5.41% | -6.47% | 2.44% |
| 10/31/2008 | -13.16% | -9.37% | -6.30% | -16.80% | -16.67% | -20.18% | -18.96% | -1.10% |
| 09/30/2008 | -7.95% | -6.40% | -6.55% | -8.91% | -14.45% | -14.46% | -11.89% | -1.84% |
| 08/29/2008 | 0.99% | -2.78% | -1.47% | 1.45% | 1.54% | -4.05% | -1.40% | 0.55% |
| 07/31/2008 | 1.36% | -2.56% | -2.61% | -0.84% | -5.86% | -3.21% | -2.44% | 0.73% |
| 06/30/2008 | 1.74% | -0.25% | -0.00% | -8.43% | -1.41% | -8.18% | -7.98% | 0.26% |
| 05/30/2008 | 3.21% | 1.98% | 2.00% | 1.30% | 5.79% | 0.97% | 1.52% | -0.03% |
| 04/30/2008 | 0.97% | 1.14% | 0.57% | 4.87% | 4.60% | 5.43% | 5.26% | -0.58% |
In some cases a benchmark's return for a given performance period may be preliminary estimates provided by the data provider and may be updated retroactively by the data provider to reflect finalized returns. Preliminary benchmark returns are provided in an effort to provide timely reporting to unit holders.
1 Source (Index Data): Bloomberg. Source (Metric Returns): Metric Asset Management.
2 Bloomberg Multi Strat Index: Bloomberg Active Indices for Funds-Multi Style Hedge Funds Index
Credit Suisse Multi Strat Index: Dow Jones Credit Suisse Hedge Fund IndexSM
Barclay Multi Strat Index: Barclay Multi Strategy Index
S&P 500 Index: S&P 500® Total Return Index
S&P TSX Index: S&P/TSX Composite Index
EAFE Index: MSCI EAFE Index
MSCI World Index: MSCI World Index
FTSE TMX Canada Universe Bond Index: XBB CN Equity
3 Metric Asset Management Diversified Alpha Fund – Class F-I.