PCJ Absolute Return Fund

Series

As of March 31, 2025

Quick Facts

Inception Date
May 1, 2015
Fund Category
Alternative
Fund Code (A|F)
CCL250
Fund Code (A|F)
CCL251
Assets
$34,444,372
Unit Price
$10.39
Unit Price
$11.13
Management Fee (A|F)
2.00%
Management Fee (A|F)
1.00%
Performance Fee
20%
Hurdle
4%
High Water Mark
Perpetual
Minimum Investment
$25,000
Subsequent Investment
$10,000
Trade Settlement
T+1*

*Prior to May 27, 2024, the trade settlement cycle for CC&L Funds was trade date (T) + 2.

Distributions

Capital Gains
Annually

Objectives

  • Market Neutral, absolute return strategy
  • Low correlation to the broader markets
  • Preservation of capital and sustainable returns
  • Target annualized net returns of 8% with lower volatility than equities, over a market cycle

Highlights

  • PCJ team’s highest conviction ideas: long and short
    • Leverage institutional process across Large & Small Cap Canada and opportunistic US exposure
    • Removes constraints (long-only, domestic-only, benchmark) to pursue highest conviction opportunities
    • Trade construction to eliminate beta, and isolate alpha
  • Diversified sources of alpha that are less correlated to market returns (or attractive complement to traditional portfolios)

Portfolio Manager

logo

Founded in 1996, PCJ Investment Counsel Ltd. (PCJ) is an independent privately owned investment manager focused on large and small cap Canadian equities and alternative investments including equity market neutral and long/short strategies. With over $1 billion in total assets under management, the firm has a deep and stable portfolio management team focused on identifying and exploiting unique investment opportunities, and constructing portfolios with attractive risk return characteristics. PCJ is an affiliate of Connor, Clark & Lunn Financial Group.

More Information on PCJ.

Fund Returns1

YTD 1 mo 3 mo 6 mo 1 yr 3 yr 5 yr 10 yr Since Inception
Series A
(CCL 250)
0.19% -1.21% 0.19% 3.36% 4.84% 4.59% 4.88% - 3.34%
2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Calendar Year Returns 11.87% 3.00% -2.14% -2.87% 12.72% 8.03% -2.17% 3.53% -6.36% -
Series F
(CCL 251)
0.48% -1.11% 0.48% 3.88% 5.99% 5.80% 6.08% - 4.52%
2024 2023 2022 2021 2020 2019 2018 2017 2016 2015
Calendar Year Returns 13.10% 4.27% -1.04% -1.77% 14.02% 9.38% -1.05% 4.72% -5.31% -

Top Ten Equities2

CRH PLC
6.22%
Chartwell Retirement Residences
6.20%
European Residential REIT
6.20%
RB Global Inc
4.85%
Brookfield Business Partners LP
4.36%
Premium Brands Holdings Corporation
3.50%
Fairfax Financial Holdings Ltd.
3.06%
Berry Global Group
3.01%
Black Diamond Group
3.01%
Advantage Energy Ltd
2.66%
Total
43.06%

Performance Characteristics2

Sharpe Ratio
1.44 3
Beta (Avg.)
0.09 4
Correlation (vs S&P/TSX)
0.14 4
Risk (Standard Deviation)
7.18%
Best Quarter
14.67%
Worst Quarter
-4.85%
Max Drawdown
-6.37%
Total Return in UP Markets
102.26% 5
Total Return in DOWN Markets
51.41% 5

Sector Allocation2

For further information, please contact Connor, Clark & Lunn Funds Inc. Toll Free at 1-888-824-3120.

1.Returns are calculated net of management fees, trading and operating expenses. 2.Characteristics, Sector Allocation and Exposure data is based on the PCJ Absolute Return Composite – Inception Date: January 1, 2012. Source: Connor, Clark & Lunn Investment Management Ltd. Data displayed for illustration purposes only. Connor, Clark & Lunn Funds Inc. has retained PCJ Investment Counsel Ltd. to act as portfolio manager for the PCJ Absolute Return Fund, which invests solely in units of the PCJ Absolute Return Composite. 3.Relative to FTSE Canada 91 Day TBill Index. 4.Relative to S&P/TSX Composite Index. 5.Total cumulative Fund returns measured on a monthly basis when the S&P/TSX Composite was up/down respectively. Commissions, trailing commissions, management fees and expenses all may be associated with fund investments. Please read the offering memorandum before investing. The indicated rate(s) of return are the historical annual compounded total returns including changes in unit value and reinvestment of all distributions and does not take into account sales, redemption, distribution or optional charges or income taxes payable by any security holder that would have reduced returns. Investment funds are not guaranteed, their values change frequently and past performance may not be repeated.

http://ccl-logo-white

CC&L Funds is part of Connor, Clark & Lunn Financial Group Ltd. (CC&L Financial Group), an independently owned multi-boutique asset management firm whose affiliates are collective responsible for over $142 billion in assets under management on behalf of institutional and individual investors.

Current Net Asset Value

Class or Currency

Date Class Price Change Change
April 22, 2025 F $10.9327 -$0.0094 -0.09%

Historical Net Asset Values

From

To

Class or Currency

Date Class Price Change Change
April 21, 2025 F $10.9421 -$0.0163 -0.15%
April 17, 2025 F $10.9584 -$0.0114 -0.10%
April 16, 2025 F $10.9698 $0.0082 0.07%
April 15, 2025 F $10.9616 $0.0649 0.60%
April 14, 2025 F $10.8967 $0.028 0.26%
April 11, 2025 F $10.8687 $0.0129 0.12%
April 10, 2025 F $10.8558 -$0.0233 -0.21%
April 9, 2025 F $10.8791 -$0.0031 -0.03%
April 8, 2025 F $10.8822 -$0.0789 -0.72%
April 7, 2025 F $10.9611 -$0.0198 -0.18%

1-254

Source: Connor, Clark & Lunn Financial Group Ltd.

The above information is provided for your convenience. While we strive to ensure the accuracy of data presented on our website, it should not be relied upon as an official book of record.

Regulatory

Annual Financial Statements

Download

Interim Financial Statements

Download