To grow the funds of our
Several asset classes
The overall portfolio of the Caisse de dépôt et placement du Québec includes several investment types, or asset classes, including asset allocation. This allows for healthy portfolio diversification for the benefit of the Caisse’s depositors.
Net assets and returns in relation to benchmark indexes
(for periods ended December, 2011)
| Asset Class | Net Assets as at December 31, 20111 $B |
Return % |
Net Investment Results1 $M |
Variance2 $M |
| Total4 | 159.0 | 4.0 | 5,746 | (366)5 |
| Fixed Income | 58.8 | 10.4 | 5,670 | 473 |
| Inflation-Sensitive Investments | 25.2 | 13.9 | 3,081 | (282) |
| Equity | 72.8 | (4.2) | (3,299) | (619) |
| Hedge Fund | 3.3 | 0.5 | 4 | 29 |
| Asset Allocation | 1.2 | n.a. | 121 | n.a. |
| ABTN3 | (2.5) | n.a. | 93 | n.a. |
1 Net assets and net investment results are net of operating expenses.
2 Against benchmark indexes.
3 The ABTN portfolio financing exceeds the fair market value of its investments and mainly accounts for the negative net assets.
4 The total includes overlay strategies and cash activities.
5 ABTN activities, asset allocation, overlay strategies and cash transactions contributed to the total variance.
2 Against benchmark indexes.
3 The ABTN portfolio financing exceeds the fair market value of its investments and mainly accounts for the negative net assets.
4 The total includes overlay strategies and cash activities.
5 ABTN activities, asset allocation, overlay strategies and cash transactions contributed to the total variance.