Metric Asset Management Diversified Alpha Fund Performance1, 2, 3

Date Alpha Fund Bloomberg
Multi Strat
Index
Credit Suisse
Multi Strat
Index
S&P 500
Index
S&P TSX
Composite
Index
EAFE Index

MSCI World
Index

FTSE TMX
Canada Universe
Bond Index

10/30/2020 -1.62% - - -2.66% -3.11% -3.99% -3.07% -0.88%
09/30/2020 -0.53% - -0.93% -3.80% -2.06% -2.60% -3.45% 0.41%
08/31/2020 0.63% - 1.72% 7.19% 2.35% 5.14% 6.68% -1.43%
07/31/2020 1.45% - 2.64% 5.64% 4.48% 2.33% 4.78% 1.43%
06/30/2020 0.28% - 1.16% 1.99% 2.46% 3.40% 2.65% 1.79%
05/29/2020 0.37% - 2.49% 4.76% 3.04% 4.35% 4.83% 0.37%
04/30/2020 0.97% - 2.43% 12.82% 10.79% 6.46% 10.92% 5.26%
03/31/2020 -8.09% - -7.28% -12.35% -17.38% -13.35% -13.23% -3.34%
02/28/2020 -3.30% - -1.99% -8.23% -5.90% -9.04% -8.45% 0.53%
01/31/2020 -0.11% - 0.16 -0.04% 1.74% -2.09% -0.61% 2.66%
12/31/2019 0.84% - 1.61% 3.02% 0.45% 3.25% 3.00% -1.08%
11/29/2019 0.96% - 0.47% 3.63% 3.59% 1.13% 2.79% 0.51%
10/31/2019 0.41% - 0.34% 2.17% -0.86% 3.59% 2.54% -0.17%
09/30/2019 -0.04% - -0.32% 1.87% 1.69% 2.87% 2.13% -0.88%
08/30/2019 -0.39% -0.93% -0.14% -1.58% 0.43% -2.59% -2.05% 2.02%
07/31/2019 -0.52% 0.99% 0.72% 1.44% 0.34% -1.27% 0.50% 0.04%
06/28/2019 3.16% 0.00% 2.00% 7.05% 2.53% 5.93% 6.59% 0.99%
05/31/2019 -4.28% -0.65% -1.00% -6.35% -3.06% -4.80% -5.77% 1.74%
04/30/2019 1.48% 0.85% 1.36% 4.05% 3.22% 2.81% 3.55% -0.05%
03/29/2019 0.54% 0.82% 1.09% 1.94% 1.01% 0.63% 1.31% 2.15%
02/28/2019 0.64% 1.42% 1.08% 3.21% 3.15% 2.55% 3.01% 0.34%
01/31/2019 1.09% -0.51% 1.77% 8.01% 8.74% 6.57% 7.78% 1.49%
12/31/2018 -1.75% -0.69% -1.21% -9.03% -5.40% -4.85% -7.60% 1.14%
11/30/2018 -0.16% -0.05% -0.37% 2.04% 1.39% -0.13% 1.14% 1.02%
10/31/2018 -2.90% -13.16% -2.57% -6.84% -5.73% -7.96% -7.34% -0.72%
09/28/2018 -0.24% 1.94% 0.10% 0.57% -0.89% 0.87% 0.87% -1.03%
08/31/2018 0.59% 0.30% 0.12% 3.26% -0.82% -1.93% 1.24% 0.87%
07/31/2018 0.08% -0.07% 0.36% 3.72% 1.15% 2.46% 3.12% -0.80%
06/29/2018 0.21% 0.22% -0.23% 0.62% 1.69% -1.22% -0.05% 0.63%
05/31/2018 0.92% -0.14% 0.28% 2.41% 3.34% -2.25% 0.63% 0.81%
04/30/2018 -0.75% -0.18% 0.49% 1.82% 1.66% 2.28% 1.15% -0.64%
03/29/2018 -0.32% 0.05% -0.06% -2.54% -0.16% -1.82% -2.18% 0.60%
02/28/2018 -1.23% 4.72% -2.12% -3.69% -3.02% -4.51% -4.14% 0.05%
01/31/2018 1.31% 2.84% 2.71% 5.73% -1.39% 5.02% 5.28% -0.89%
12/29/2017 0.04% 0.75% 0.91% 1.11% 1.20% 1.61% 1.35% -0.37%
11/30/2017 0.85% 1.16% 0.10% 3.07% 0.47% 1.05% 2.17% 0.95%
10/31/2017 0.76% 0.15% 1.28% 2.33% 2.73% 1.52% 1.89% 1.45%
09/29/2017 0.09% 0.90% -0.15% 2.06% 3.06% 2.49% 2.24% -1.34%
08/31/2017 0.12% 0.83% 0.59% 0.31% 0.67% -0.04% 0.14% 1.35%
07/31/2017 0.52% 0.55% 1.37% 2.06% -0.06% 2.88% 2.39% -1.80%
06/30/2017 -0.77% 0.80% -0.49% 0.62% -0.75% -0.18% 0.38% -1.21%
05/31/2017 0.84% 0.73% 0.82% 1.41% -1.33% 3.67% 2.12% 0.88%
04/30/2017 0.34% 0.51% 0.43% 1.03% 0.44% 2.54% 1.48% 1.44%
03/31/2017 -0.31% 1.04% 0.39% 0.12% 1.34% 1.34% 1.07% 0.26%
02/28/2017 0.87% 0.59% 0.97% 3.97% 0.21% 1.43% 2.77% 1.00%
01/31/2017 0.10% 1.32% 0.70% 1.90% 0.85% 2.90% 2.41% -0.16%
12/31/2016 0.06% 0.01% 0.96% 1.98% 1.66% 3.42% 2.39% -0.51%
11/30/2016 0.54% 0.19%  0.36% 3.70% 2.19% -1.99% 1.44% -2.02%
10/31/2016 0.32% -0.38% -0.18% -1.82% 0.62% -2.05% -1.94% -1.00%
09/30/2016 -0.34% 0.53% 0.12% 0.02% 1.22% 1.23% 0.53% 0.14%
08/31/2016 1.47% 1.05% 0.47% 0.14% 0.27% 0.07% 0.08% 0.13%
07/29/2016 1.79% 0.39% 1.15% 3.69% 3.91% 5.07% 4.22% 0.75%
06/30/2016 0.12% 0.11% -0.10% 0.26% 0.34% -3.36% -1.12% 1.89%
05/31/2016 0.92% 0.09% 0.36% 1.80% 1.00% -0.91% 0.56% 0.71%
04/29/2016 0.08% 0.27% 0.34% 0.39% 3.68% 2.90% 1.58% 0.01%
03/31/2016 3.73% 1.24% 0.29% 6.78% 5.28% 6.51% 6.79% 0.68%
02/29/2016 -0.06% -0.03% -1.08% -0.13% 0.47% -1.83% -0.74% 0.24%
01/29/2016 -0.06% -0.90% -1.41% -4.96% -1.17% -7.23% -5.98% 0.30%
12/31/2015 -1.78% 0.20% -0.85% -1.58% -3.07% -1.35% -1.76% 1.10%
11/30/2015 0.15% -0.18% 0.20% 0.30% -0.23% -1.56% -0.50% 0.14%
10/30/2015 0.61% 0.86% 0.53% 8.44% 1.96% 7.82% 7.92% -0.33%
09/30/2015 -1.21% -1.22% -1.41% -2.47% -3.67% -5.08% -3.69% -0.24%
08/31/2015 -1.07% -1.42% -1.99% -6.03% -4.04% -7.36% -6.62% -1.17%
07/31/2015 1.23% -0.34% 0.87% 2.10% -0.32% 2.08% 1.80% 1.72%
06/30/2015 0.69% -0.62% -1.31% -1.94% -2.78% -2.83% -2.33% -0.73%
05/29/2015 1.81% 0.13% 0.83% 1.29% -1.22% -0.51% 0.34% 0.20%
04/30/2015 -0.31% 0.62% 0.02% 0.96% 2.43% 4.08% 2.35% -1.58%
03/31/2015 -0.31% 0.29% 0.60% -1.58% -1.88% -1.52% -1.57% -0.29%
02/27/2015 1.86% 2.52% 1.06% 5.75% 3.98% 5.98% 5.86% -0.13%
01/30/2015 1.80% -0.18% 0.81% -3.00% 0.55% 0.49% -1.81% 4.67%
12/31/2014 -2.39% -0.45% 0.01% -0.25% -0.44% -3.46% -1.61% 0.49%
11/30/2014 1.65% 0.31% 1.50% 2.69% 1.06% 1.36% 2.00% 1.55%
10/31/2014 0.27% -0.69% -0.80% 2.44% -2.07% -1.45% 0.65% 0.57%
09/30/2014 0.10% -0.18% -0.01% -1.40% -3.99% -3.84% -2.71% -0.74%
08/29/2014 0.55% 0.08% 0.88% 4.00% 2.09% -0.15% 2.20% 1.00%
07/31/2014 0.89% -0.05% -0.31% -1.38% 1.42% -1.96% -1.60% 0.49%
06/30/2014 1.52% 1.06% 0.96% 2.07% 4.07% 0.96% 1.79% 0.40%
05/30/2014 1.70% 0.00% 1.13% 2.35% -0.16% 1.62% 1.97% 1.21%
04/30/2014 0.34% 0.02% -0.21% 0.74% 2.42% 1.45% 1.02% 0.43%
03/31/2014 0.66% 0.72% -0.48% 0.84% 1.23% -0.64% 0.14% -0.16%
02/28/2014 1.67% 0.77% 1.72% 4.57% 3.93% 5.56% 5.01% 0.40%
01/31/2014 -0.88% -0.14% -0.29% -3.46% 0.82% -4.03% -3.70% 2.37%
12/31/2013 1.04% 0.04% 1.19% 2.53% 1.99% 1.50% 2.12% -0.30%
11/30/2013 0.40% 0.37% 1.31% 3.05% 0.45% 0.77% 1.78% -0.26%
10/31/2013 1.06% 0.81% 1.59% 4.60% 4.72% 3.36% 3.91% 1.14%
09/30/2013 0.87% 1.03% 1.27% 3.14% 1.40% 7.39% 5.00% 0.61%
08/31/2013 -0.87% -0.59% -0.54% -2.90% 1.55% -1.32% -2.13% -0.75%
07/31/2013 1.43% 1.54% 0.88% 5.09% 3.19% 5.28% 5.26% 0.27%
06/30/2013 -1.88% -2.20% -1.66% -1.34% -3.76% -3.55% -2.46% -2.22%
05/31/2013 -0.17% 2.23% 0.42% 2.34% 1.77% -2.41% 0.04% -1.56%
04/30/2013 -1.15% 1.27% 1.39% 1.93% -2.07% 5.21% 3.15% 1.13%
03/31/2013 -0.17% 0.67% 1.21% 3.75% -0.19% 0.82% 2.34% 0.37%
02/28/2013 -0.45% -0.15% 0.24% 1.36% 1.26% -0.95% 0.17% 0.97%
01/31/2013 1.22% 2.20% 2.07% 5.18% 2.25% 5.27% 5.09% -0.66%
12/31/2012 0.27% -0.22% 1.48% 0.91% 1.95% 3.20% 1.88% -0.24%
11/30/2012 -0.32% -0.51% 0.64% 0.58% -1.28% 2.42% 1.28% 0.46%
10/31/2012 0.03% -0.44% -0.18% -1.85% 1.07% 0.83% -0.68% -0.03%
09/30/2012 0.45% 2.38% 1.04% 2.58% 3.43% 2.96% 2.75% 0.50%
08/31/2012 -0.14% 0.97% 0.84% 2.25% 2.65% 2.69% 2.54% -0.11%
07/31/2012 1.60% 0.94% 1.42% 1.39% 0.80% 1.13% 1.29% 0.65%
06/30/2012 0.10% 0.45% -0.40% 4.12% 1.10% 7.01% 5.10% 0.12%
05/31/2012 -0.89% -2.84% -1.33% -6.01% -6.14% -11.48% -8.63% 1.92%
04/30/2012 -0.50% 0.11% -0.04% -0.63% -0.60% -1.96% -1.14% 0.29%
03/31/2012 0.78% -0.25% 0.05% 3.29% -1.63% -0.46% 1.29% -0.50%
02/29/2012 0.77% 2.08% 1.61% 4.32% 1.67% 5.74% 4.88% -0.45%
01/31/2012 1.98% 2.37% 2.34% 4.48% 4.37% 5.33% 5.02% 0.35%
12/30/2011 -1.28% -1.46% -0.22% 1.02% -1.70% -0.95% -0.06% 1.77%
11/30/2011 -0.74% -1.48% -0.79% -0.22% -0.21% -4.85% -2.44% 0.81%
10/31/2011 -0.24% 2.36% 1.73% 10.93% 5.61% 9.64% 10.34% -0.38%
09/30/2011 -2.13% -4.53% -3.20% -7.03% -8.66% -9.53% -8.64% 1.64%
08/31/2011 -1.20% -2.35% -2.30% -5.43% -1.21% -9.03% -7.05% 1.33%
07/29/2011 0.45% 0.67% 0.69% -2.03% -2.50% -1.59% -1.81% 2.19%
06/30/2011 -0.96% -1.25% -1.36% -1.67% -3.33% -1.25% -1.58% -0.05%
05/31/2011 0.25% -1.90% -0.96% -1.13% -0.87% -2.95% -2.07% 1.50%
04/29/2011 -0.25% 2.60% 1.80% 2.96% -1.02% 5.98% 4.25% 0.70%
03/31/2011 -0.89% 0.50% 0.12% 0.04% 0.12% -2.24% -0.99% 0.10%
02/28/2011 1.58% 1.23% 1.38% 3.43% 4.44% 3.30% 3.50% 0.06%
01/31/2011 2.34% 0.58% 0.69% 2.37% 0.99% 2.36% 2.26% -0.65%
12/31/2010 3.02% 2.56% 2.90% 6.68% 4.09% 8.10% 7.35% 0.27%
11/30/2010 1.63% -1.49% -0.18% 0.01% 2.37% -4.81% -2.16% -1.21%
10/29/2010 1.92% 2.45% 1.92% 3.81% 2.71% 3.61% 3.73% 0.49%
09/30/2010 1.78% 4.25% 3.43% 8.92% 4.09% 9.80% 9.32% 0.62%
08/31/2010 0.01% -0.04% 0.23% -4.51% 1.90% -3.10% -3.73% 1.61%
07/30/2010 0.07% 2.68% 1.59% 7.01% 3.96% 9.48% 8.11% 0.63%
06/30/2010 -0.72% -0.42% -0.84% -5.23% -3.71% -1.00% -3.43% 2.05%
05/31/2010 -1.04% -4.30% -2.76% -7.99% -3.48% -11.51% -9.58% 0.68%
04/30/2010 1.34% 0.56% 1.24% 1.58% 1.67% -1.81% 0.01% 0.00%
03/31/2010 1.25% 2.30% 2.22% 6.03% 3.81% 6.24% 6.19% -0.84%
02/26/2010 0.02% -0.08% 0.68% 3.10% 4.97% -0.69% 1.41% 0.13%
01/29/2010 1.67% -1.05% 0.17% -3.60% -5.35% -4.41% -4.13% 1.57%
12/31/2009 2.03% -0.40% 0.88% 1.93% 2.93% 1.44% 1.80% -1.31%
11/30/2009 0.97% 1.65% 2.11% 6.00% 5.15% 2.00% 4.09% 1.35%
10/30/2009 1.08% 0.00% 0.13% -1.86% -4.04% -1.25% -1.78% -0.07%
09/30/2009 2.30% 2.93% 3.04% 3.73% 5.14% 3.83% 3.99% 1.31%
08/31/2009 2.50% 1.45% 1.53% 3.61% 0.95% 5.44% 4.13% 0.78%
07/31/2009 1.37% 2.52% 2.54% 7.56% 4.22% 9.13% 8.47% 0.48%
06/30/2009 0.30% 0.05% 0.43% 0.20% 0.34% -0.57% -0.45% 1.32%
05/29/2009 6.95% 5.19% 4.06% 5.59% 11.46% 11.83% 9.06% 0.00%
04/30/2009 8.50% 1.25% 1.68% 9.57% 7.26% 12.80% 11.22% -0.14%
03/31/2009 4.06% 0.50% 0.65% 8.76% 7.79% 6.34% 7.54% 1.70%
02/27/2009 0.93% -2.10% -0.88% -10.65% -6.31% -10.26% -10.24% 0.97%
01/30/2009 2.92% -3.94% 1.09% -8.43% -2.96% -9.81% -8.76% -1.30%
12/31/2008 0.36% 0.67% -0.03% 1.06% -2.64% 6.01% 3.21% 3.20%
11/28/2008 -7.60% -1.91% -4.15% -7.18% -4.74% -5.41% -6.47% 2.44%
10/31/2008 -13.16% -9.37% -6.30% -16.80% -16.67% -20.18% -18.96% -1.10%
09/30/2008 -7.95% -6.40% -6.55% -8.91% -14.45% -14.46% -11.89% -1.84%
08/29/2008 0.99% -2.78% -1.47% 1.45% 1.54% -4.05% -1.40% 0.55%
07/31/2008 1.36% -2.56% -2.61% -0.84% -5.86% -3.21% -2.44% 0.73%
06/30/2008 1.74% -0.25% -0.00% -8.43% -1.41% -8.18% -7.98% 0.26%
05/30/2008 3.21% 1.98% 2.00% 1.30% 5.79% 0.97% 1.52% -0.03%
04/30/2008 0.97% 1.14% 0.57% 4.87% 4.60% 5.43% 5.26% -0.58%

 

In some cases a benchmark's return for a given performance period may be preliminary estimates provided by the data provider and may be updated retroactively by the data provider to reflect finalized returns. Preliminary benchmark returns are provided in an effort to provide timely reporting to unit holders.

1 Source (Index Data): Bloomberg. Source (Metric Returns): Metric Asset Management.
2 Bloomberg Multi Strat Index: Bloomberg Active Indices for Funds-Multi Style Hedge Funds Index
Credit Suisse Multi Strat Index: Dow Jones Credit Suisse Hedge Fund IndexSM
Barclay Multi Strat Index: Barclay Multi Strategy Index
S&P 500 Index: S&P 500® Total Return Index
S&P TSX Index: S&P/TSX Composite Index
EAFE Index: MSCI EAFE Index 
MSCI World Index: MSCI World Index
FTSE TMX Canada Universe Bond Index: XBB CN Equity
3 Metric Asset Management Diversified Alpha Fund – Class F-I.