The strategy applies a long short approach to global equity markets with the objective to achieve superior risk-adjusted return and a very low correlation to traditional asset classes. With a variable market bias, it aims at leveraging trading opportunities between equity indices by trading index future contracts, ETFs and individual stocks. This strategy uses complementary signals which have been consistent and robust in the past and whose prospects are rationalizable. It is available with or without leverage for managed accounts.


All performance and exposure data presented below belong to the unleveraged model portfolio.

-0.3 to 0.3
Maximum exposure by index
Short exposure to markets
Long exposure to markets
Volatility target
4.5% to 7.5%
Currency hedging
100% in USD
Returns in Canadian dollars
3 months
1 year
3 years
5 years
10 ans
Since inception
Hexavest Composite
The inception date of the strategy is January 1, 2018. Performance results are presented gross of management and custodial fees but net of all trading commissions. Returns for periods greater than 12 months are annualized. Past performance is not necessarily indicative of future performance.

Fact Sheet

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