PFMS.TO
Picton Mahoney Fortified Multi-S
PFMS.TO
13,19
0,00 Bil. AUM
4,0% Expense Ratio
12,59 NAV
Picton Mahoney Fortified Multi-S Profile
About Picton Mahoney Fortified Multi-S
The fund tactically allocates between traditional and alternative asset classes based on a short to intermediate time horizon and may employ portfolio hedges through the use of options, futures and other securities. The fund utilizes a proprietary multi-layered investment process based on modern portfolio construction technique. To determine its allocation the fund utilizes multiple strategies such as long/short positions in a variety of asset classes, including equity, fixed income, commodities, and currencies, factor risk premia strategies, by ranking groups of securities by their exposure to a factor such as momentum, and alpha processes, by investing in strategies, such as market neutral. A risk-budgeting process is also employed to weigh different components of the portfolios. To measure risk, the fund uses volatility, maximum drawdown experienced through time, tail-risk (a large loss over a short time horizon) as well as both historical and hypothetical stress tests.
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- Holdings
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- CUSIP
Picton Mahoney Fortified Multi-S Sectors
| Industry | Percentage |
|---|---|
| Financial Servic | 21,46% |
| Industrials | 14,50% |
| Energy | 12,90% |
| Technology | 10,98% |
| Basic Materials | 10,44% |
| Consumer Cyclica | 6,71% |
| Healthcare | 6,64% |
| Real Estate | 4,41% |
| Consumer Defensi | 4,11% |
| Utilities | 4,05% |
| Communication Se | 3,82% |