Russell Investments Multi-Factor International Equity Pool

Goal

To provide long-term capital growth by investing principally in equity securities of issuers outside of Canada and the United States using multiple factors to select investments.  

Learn about Multi-Factor Investing at Russell Investments



Characteristics

As of 10/31/2020
Updated monthly

Fund Characteristics
Total Assets (All Series) $53.52 million
Net Asset Value (Series F) $8.09

For Prices and Performance, please click here.

Growth of $10,000 (Since Inception) Series F¹

As of 10/31/2020
04-23-2018 10000.00
04-30-2018 9947.00
05-31-2018 9775.40
06-30-2018 9728.10
07-31-2018 9881.30
08-31-2018 9647.55
09-30-2018 9664.32
10-31-2018 9070.55
11-30-2018 9118.49
12-31-2018 8878.39
01-31-2019 9111.82
02-28-2019 9280.63
03-31-2019 9429.78
04-30-2019 9706.84
05-31-2019 9215.35
06-30-2019 9410.13
07-31-2019 9218.76
08-31-2019 9052.62
09-30-2019 9384.74
10-31-2019 9696.23
11-30-2019 9862.41
12-31-2019 9965.31
01-31-2020 9801.23
02-29-2020 9141.62
03-31-2020 8094.64
04-30-2020 8446.16
05-31-2020 8726.82
06-30-2020 8870.11
07-31-2020 8905.64
08-31-2020 9110.43
09-30-2020 9039.75
10-31-2020 8689.45

¹Compound growth calculations are used only for the purpose of illustrating the effects of compound growth and are not intended to reflect future value of any mutual fund or returns on investment in any mutual fund.

Series F is a wrap or fee-for-service program and as such, the performance shown does not include the advisory fee paid by the investor to the dealer that would have reduced returns. Other series of units of the fund are subject to higher management fees and/or expenses which result in lower returns for those series than cited above.  Annual returns are calendar year returns for the last ten years or since inception if the Fund has less than ten years of history. Performance is annualized except for periods of less than one year.

Top 10 Holdings*

As of 09/30/2020

Updated monthly

Company Weight
Canadian Dollar 7.29%
Vanguard FTSE Emerging Markets ETF 2.94%
Nestle SA 1.80%
Roche Holding Ltd. 1.30%
Novartis AG 1.08%
Toyota Motor Corp. 1.02%
British American Tobacco PLC 0.84%
Rio Tinto PLC 0.71%
Royal Bank of Canada 0.67%
Toronto-Dominion Bank 0.59%

*A portion of the cash held in this fund is securitized. The listing of holdings provides information on a fund's investments as of the date indicated and may differ from its annual financial statements.

Strategic factor weights

Factor Allocation % color
Value 40 #66aadd
Momentum 30 #5c5c5c
Quality 20 #005596
Low Volatility 10 #dd6600

Sector weightings

As of 09/30/2020

Updated monthly

Sector Weighting
Communication Services 6.04%
Consumer Discretionary 10.57%
Consumer Staples 11.25%
Energy 3.87%
Financials 19.96%
Health Care 10.19%
Industrials 12.44%
Information Technology 5.96%
Materials 10.68%
Real Estate 3.09%
Unclassified 0.52%
Utilities 5.44%

Series Load Fund Code Currency
Series B Front Load FRC 454 CAD
Series F No Load FRC 464 CAD
Series O No Load FRC 474 CAD
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