• Fund Performance

ALGONQUIN DEBT STRATEGIES FUND

Fund Performance and Metrics

The Algonquin Debt Strategies Fund LP was launched on February 2, 2015. Monthly returns shown are based on  NAV as calculated by SGGG Fund Services Inc. and are shown in Canadian dollars, net of all fees and expenses.

Monthly Returns

X Class
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20241.69%1.41%0.75%0.76%0.93%0.50%1.43%0.09%1.74%1.02%10.80%
20232.40%0.83%(1.75%)1.30%0.53%0.79%1.39%0.23%0.58%0.22%2.04%1.97%10.97%
2022(0.79%)(1.86%)(0.22%)(1.31%)(0.94%)0.12%0.25%1.04%(0.77%)(0.35%)2.05%0.97%(1.86%)
20211.00%0.33%(0.08%)0.52%0.46%0.27%(0.06%)0.12%0.63%0.20%(0.38%)(0.04%)2.99%
20200.71%0.12%(16.30%)5.20%2.00%4.43%3.82%2.00%0.38%0.41%2.19%1.26%4.44%
20192.03%1.15%0.36%1.54%0.15%1.04%0.80%(0.83%)1.02%0.39%0.90%1.05%9.99%
20181.19%(0.45%)(0.35%)0.77%(0.25%)0.26%0.46%0.52%0.47%(0.34%)(1.57%)(0.81%)(0.13%)
20171.73%1.30%0.44%1.03%(0.22%)0.53%0.94%(0.09%)0.70%0.83%0.45%0.50%8.46%
20160.19%1.49%5.32%3.51%0.60%0.54%1.73%1.63%1.01%1.86%1.60%1.62%23.15%
2015N/A2.29%2.51%1.27%2.46%0.25%0.73%(0.25%)1.68%1.71%1.37%0.87%15.86%
F Class

 

* As of October 31, 2024. Time periods greater than 1 year are annualized.

Past performance is not indicative of future results. There can be no assurance that the results achieved for past investments will be achieved by the fund in the future.

Monthly Commentary

Rating Breakdown

The rating breakdown below illustrates how much of the Fund’s total credit exposure is attributable to each rating category. It is based on positions held in the portfolio at month-end.

Term Breakdown

The term breakdown below illustrates how much of the Fund’s total credit exposure is attributable to each maturity bucket. It is based on positions held in the portfolio at month end.

Sector Breakdown

The breakdown below illustrates how much of the Fund’s credit exposure is attributable to each market sector. It is based on positions held in the portfolio at month-end.

Performance Summary

FieldData
Volatility6.84%
Sharpe Ratio0.98
Sortino Ratio1.56
Maximum Drawdown-16.30%
Months Positive80.34%

 

Fund Metrics

FieldData
CR018.50 bps
Average Weighted Maturity3.24 yr
Interest Rate Duration0.62 yr
Net Credit Leverage (5y)1.70 x
Leverage3.03 x

1. CR01 represents the estimated impact on Net Asset Value expressed in basis points for one basis point change in credit spread on all credit positions.
2.Total Exposure/Leverage is calculated as the total market value of all positions that are not hedges divided by the Net Asset Value.
3.Net Credit Leverage is calculated by converting the credit exposure into a 5y duration equivalent notional which is then divided by the Net Asset Value. Detailed explanations of calculation methodologies are available for download.

Calculation Methodology