13 février 2024 Portefeuilles modèles Portefeuilles modèles – Équipe Capital – janvier 2024 Published: février 13, 2024 Ce document présente les données de performance des portefeuilles mondiaux de Dimensional pour le 31 janvier, telles qu’elles ont été compilées par l’équipe Capital. Les portefeuilles mondiaux Dimensional ont des antécédents relativement courts au Canada. Cependant, ces fonds suivent des indices basés sur des règles qui ont un historique plus long. Lorsque les données sur les rendements des fonds ne sont pas disponibles, nous avons utilisé les données de l’indice ajustées en fonction du ratio actuel des frais de gestion du fonds concerné. Tous les rendements sont exprimés en dollars canadiens. Les rendements des indices sont constitués du rendement moyen de quatre indices trimestriels échelonnés qui sont reconstitués chaque année, tandis que les portefeuilles sont rééquilibrés en permanence. Les rendements de l’indice incluent le filtre de rentabilité depuis la création, alors que les portefeuilles étaient en transition vers l’application du filtre de rentabilité en 2014. Les rendements de l’indice ne reflètent pas l’écran momentum qui est utilisé dans la négociation en direct pour les portefeuilles. Les performances passées ne garantissent pas les résultats futurs. Les performances historiques des indices ne sont données qu’à titre indicatif et ne reflètent pas nécessairement les performances futures d’un fonds qui suit cet indice de référence. Télécharger Portefeuilles modèles – Équipe Capital – janvier 2024 40% Stocks - 60% Bonds 50% Stocks - 50% Bonds 60% Stocks - 40% Bonds 70% Stocks - 30% Bonds 80% Stocks - 20% Bonds 100% Stocks - 0% Bonds Model Portfolio Performance Model Portfolio Performance 40% Stocks - 60% Bonds YTD Return 0,29% 1-Year Total Return 5,62% 3-Year Annualized Return 2,98% 5-Year Annualized Return 4,33% 10-Year Annualized Return 4,33% 20-Year Annualized Return 4,89% Worst Drawdown (05/2007-02/2009) -18,90% Drawdown - Time to Recovery (from the bottom) 11 months 20-Year Annualized Standard Deviation 5,81% Fund Holdings 40% Stocks - 60% Bonds DFA Five-Year Global Fixed Income 29,80% DFA Global Targeted Credit Fixed Income 14,80% DFA Global Investment Grade Fixed Income 14,80% DFA Canadian Core Equity 9,10% DFA Canadian Vector Equity 3,90% DFA U.S. Core Equity 5,70% DFA U.S. Core Equity (Hedged) 5,70% DFA U.S. Vector Equity 4,80% DFA U.S. Vector Equity (Hedged) 0,00% DFA International Core Equity 3,40% DFA International Core Equity (Hedged) 3,50% DFA International Vector Equity 3,00% DFA International Vector Equity (Hedged) 0,00% DFA Global Real Estate Securities 1,50% Management Expense Ratio 0,34% Model Portfolio Performance Model Portfolio Performance 50% Stocks - 50% Bonds YTD Return 0,28% 1-Year Total Return 5,99% 3-Year Annualized Return 4,11% 5-Year Annualized Return 5,26% 10-Year Annualized Return 5,06% 20-Year Annualized Return 5,41% Worst Drawdown (05/2007-02/2009) -24,70% Drawdown - Time to Recovery (from the bottom) 14 months 20-Year Annualized Standard Deviation 7,03% Fund Holdings 50% Stocks - 50% Bonds DFA Five-Year Global Fixed Income 22,20% DFA Global Targeted Credit Fixed Income 12,20% DFA Global Investment Grade Fixed Income 14,70% DFA Canadian Core Equity 11,20% DFA Canadian Vector Equity 4,90% DFA U.S. Core Equity 7,10% DFA U.S. Core Equity (Hedged) 7,20% DFA U.S. Vector Equity 5,40% DFA U.S. Vector Equity (Hedged) 0,60% DFA International Core Equity 4,30% DFA International Core Equity (Hedged) 4,30% DFA International Vector Equity 3,30% DFA International Vector Equity (Hedged) 0,40% DFA Global Real Estate Securities 2,10% Management Expense Ratio 0,34% Model Portfolio Performance Model Portfolio Performance 60% Stocks - 40% Bonds YTD Return 0,26% 1-Year Total Return 6,31% 3-Year Annualized Return 5,20% 5-Year Annualized Return 6,10% 10-Year Annualized Return 5,69% 20-Year Annualized Return 5,93% Worst Drawdown (05/2007-02/2009) -30,10% Drawdown - Time to Recovery (from the bottom) 20 months 20-Year Annualized Standard Deviation 8,25% Fund Holdings 60% Stocks - 40% Bonds DFA Five-Year Global Fixed Income 15,90% DFA Global Targeted Credit Fixed Income 9,90% DFA Global Investment Grade Fixed Income 13,90% DFA Canadian Core Equity 13,40% DFA Canadian Vector Equity 5,90% DFA U.S. Core Equity 8,40% DFA U.S. Core Equity (Hedged) 8,50% DFA U.S. Vector Equity 5,70% DFA U.S. Vector Equity (Hedged) 1,50% DFA International Core Equity 5,00% DFA International Core Equity (Hedged) 5,10% DFA International Vector Equity 3,50% DFA International Vector Equity (Hedged) 0,90% DFA Global Real Estate Securities 2,40% Management Expense Ratio 0,32% Model Portfolio Performance Model Portfolio Performance 70% Stocks - 30% Bonds YTD Return 0,25% 1-Year Total Return 6,60% 3-Year Annualized Return 6,25% 5-Year Annualized Return 6,90% 10-Year Annualized Return 6,47% 20-Year Annualized Return 6,44% Worst Drawdown (05/2007-02/2009) -35,10% Drawdown - Time to Recovery (from the bottom) 23 months 20-Year Annualized Standard Deviation 9,49% Fund Holdings 70% Stocks - 30% Bonds DFA Five-Year Global Fixed Income 10,50% DFA Global Targeted Credit Fixed Income 7,50% DFA Global Investment Grade Fixed Income 12,00% DFA Canadian Core Equity 15,60% DFA Canadian Vector Equity 6,70% DFA U.S. Core Equity 9,80% DFA U.S. Core Equity (Hedged) 9,90% DFA U.S. Vector Equity 5,80% DFA U.S. Vector Equity (Hedged) 2,50% DFA International Core Equity 5,90% DFA International Core Equity (Hedged) 5,90% DFA International Vector Equity 3,50% DFA International Vector Equity (Hedged) 1,50% DFA Global Real Estate Securities 2,90% Management Expense Ratio 0,35% Model Portfolio Performance Model Portfolio Performance 80% Stocks - 20% Bonds YTD Return 0,24% 1-Year Total Return 6,89% 3-Year Annualized Return 7,35% 5-Year Annualized Return 7,74% 10-Year Annualized Return 6,96% 20-Year Annualized Return 6,85% Worst Drawdown (05/2007-02/2009) -39,80% Drawdown - Time to Recovery (from the bottom) 24 months 20-Year Annualized Standard Deviation 10,74% Fund Holdings 80% Stocks - 20% Bonds DFA Five-Year Global Fixed Income 6,00% DFA Global Targeted Credit Fixed Income 5,00% DFA Global Investment Grade Fixed Income 9,00% DFA Canadian Core Equity 17,90% DFA Canadian Vector Equity 7,60% DFA U.S. Core Equity 11,10% DFA U.S. Core Equity (Hedged) 11,30% DFA U.S. Vector Equity 5,70% DFA U.S. Vector Equity (Hedged) 3,90% DFA International Core Equity 6,70% DFA International Core Equity (Hedged) 6,80% DFA International Vector Equity 3,50% DFA International Vector Equity (Hedged) 2,30% DFA Global Real Estate Securities 3,20% Management Expense Ratio 0,35% Model Portfolio Performance Model Portfolio Performance 100% Stocks - 0% Bonds YTD Return 0,25% 1-Year Total Return 7,52% 3-Year Annualized Return 9,86% 5-Year Annualized Return 9,43% 10-Year Annualized Return 8,22% 20-Year Annualized Return 7,76% Worst Drawdown (05/2007-02/2009) -48,00% Drawdown - Time to Recovery (from the bottom) 48 months 20-Year Annualized Standard Deviation 13,21% Fund Holdings 100% Stocks - 0% Bonds DFA Five-Year Global Fixed Income 0,00% DFA Global Targeted Credit Fixed Income 0,00% DFA Global Investment Grade Fixed Income 0,00% DFA Canadian Core Equity 22,20% DFA Canadian Vector Equity 9,50% DFA U.S. Core Equity 13,90% DFA U.S. Core Equity (Hedged) 14,10% DFA U.S. Vector Equity 6,00% DFA U.S. Vector Equity (Hedged) 6,00% DFA International Core Equity 8,40% DFA International Core Equity (Hedged) 8,50% DFA International Vector Equity 3,60% DFA International Vector Equity (Hedged) 3,60% DFA Global Real Estate Securities 4,00% Management Expense Ratio 0,34%