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Global Fixed Income
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Close (05-02-2024) |
$45.81 |
---|---|
Change |
-$0.03
(-0.07%)
|
Open | - |
---|---|
Day Range | - - - |
Volume | 38 |
As at March 31, 2024
As at March 31, 2024
Inception Return (February 28, 2017): 0.74%
Row Heading | Return | Annualized Return | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 Mth | 3 Mth | 6 Mth | YTD | 1 Yr | 2 Yr | 3 Yr | 4 Yr | 5 Yr | 6 Yr | 7 Yr | 8 Yr | 9 Yr | 10 Yr | |
Fund | 0.45% | 1.09% | 4.36% | 1.09% | -0.21% | 1.64% | -0.68% | -4.33% | -0.02% | 1.45% | 0.72% | - | - | - |
Benchmark | 0.40% | 0.42% | 5.94% | 0.42% | 0.29% | -0.21% | -2.75% | -4.26% | -1.27% | -0.48% | 0.02% | 0.16% | 0.88% | 1.90% |
Category Average | 0.75% | 5.89% | 5.89% | -0.15% | 2.55% | -0.69% | -1.73% | -0.14% | 0.16% | 0.37% | 0.58% | 0.83% | 0.83% | 1.23% |
Category Rank | 478 / 542 | 68 / 539 | 469 / 514 | 68 / 539 | 459 / 490 | 54 / 417 | 89 / 337 | 269 / 281 | 100 / 245 | 20 / 203 | 39 / 168 | - | - | - |
Quartile Ranking | 4 | 1 | 4 | 1 | 4 | 1 | 2 | 4 | 2 | 1 | 1 | - | - | - |
Return % | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Fund | 1.03% | -1.03% | -3.66% | -0.82% | 2.00% | -1.89% | 0.62% | 1.67% | 0.90% | 1.56% | -0.90% | 0.45% |
Benchmark | 0.77% | -1.74% | -2.61% | -0.13% | 1.51% | -3.16% | 1.33% | 2.61% | 1.46% | 0.01% | 0.00% | 0.40% |
7.68% (March 2020)
-5.02% (March 2022)
Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
---|---|---|---|---|---|---|---|---|---|---|
Fund | - | - | - | - | 9.84% | 2.00% | 6.28% | -3.81% | -6.73% | 1.90% |
Benchmark | 10.42% | 16.63% | -1.36% | -0.08% | 7.82% | 1.45% | 7.03% | -6.05% | -10.83% | 2.72% |
Category Average | 4.74% | 2.92% | 2.08% | 2.75% | -0.04% | 5.49% | 5.94% | -1.81% | -10.70% | 5.33% |
Quartile Ranking | - | - | - | - | 1 | 3 | 3 | 3 | 1 | 4 |
Category Rank | - | - | - | - | 2/ 193 | 166/ 236 | 173/ 270 | 241/ 328 | 46/ 395 | 457/ 475 |
9.84% (2018)
-6.73% (2022)
Name | Percent |
---|---|
Foreign Government Bonds | 99.83 |
Cash and Equivalents | 0.17 |
Name | Percent |
---|---|
Fixed Income | 99.83 |
Cash and Cash Equivalent | 0.17 |
Name | Percent |
---|---|
North America | 100.00 |
Name | Percent |
---|---|
United States Treasury 4.50% 15-Nov-2033 | 4.98 |
United States Treasury 3.88% 15-Aug-2033 | 4.41 |
United States Treasury 4.13% 15-Nov-2032 | 4.00 |
United States Treasury 3.50% 15-Feb-2033 | 3.78 |
United States Treasury 3.38% 15-May-2033 | 3.77 |
United States Treasury 1.88% 15-Feb-2032 | 3.69 |
United States Treasury 1.25% 15-Aug-2031 | 3.64 |
United States Treasury 2.88% 15-May-2032 | 3.62 |
United States Treasury 0.88% 15-Nov-2030 | 3.54 |
United States Treasury 1.38% 15-Nov-2031 | 3.52 |
BMO Mid-Term US Treasury Bond Index ETF - CAD Units
Median
Other - Global Fixed Income
Standard Deviation | 6.71% | 8.02% | - |
---|---|---|---|
Beta | 0.84% | 1.03% | - |
Alpha | 0.02% | 0.01% | - |
Rsquared | 0.76% | 0.78% | - |
Sharpe | -0.46% | -0.20% | - |
Sortino | -0.64% | -0.49% | - |
Treynor | -0.04% | -0.02% | - |
Tax Efficiency | - | - | - |
Volatility | - |
Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
---|---|---|---|---|
Standard Deviation | 5.84% | 6.71% | 8.02% | - |
Beta | 0.83% | 0.84% | 1.03% | - |
Alpha | 0.00% | 0.02% | 0.01% | - |
Rsquared | 0.74% | 0.76% | 0.78% | - |
Sharpe | -0.82% | -0.46% | -0.20% | - |
Sortino | -0.62% | -0.64% | -0.49% | - |
Treynor | -0.06% | -0.04% | -0.02% | - |
Tax Efficiency | - | - | - | - |
Start Date | February 28, 2017 |
---|---|
Instrument Type | Exchange Traded Fund |
Share Class | Do-It-Yourself |
Legal Status | Trust |
Sales Status | - |
Currency | CAD |
Distribution Frequency | Quarterly |
Assets ($mil) | $12 |
52 Week High | $48.38 |
52 Week Low | $44.28 |
Annual Dividend | $1.09 |
Annual Yield | - |
Index | Bloomberg Barclays U.S. Treasury 5-10 Year Bond Index |
Shares Outstanding | - |
Registered Plan Eligible | Yes |
Exposure | - |
---|---|
Asset Class High | - |
Asset Class Medium | - |
Asset Class Low | - |
Leveraged | - |
Inverse | - |
Advisor Series | - |
Covered Call Strategy | No |
BMO Mid-Term US Treasury Bond Index ETF seeks to replicate, to the extent possible, the performance of a mid-term U.S. treasury bond index, net of expenses. Currently, BMO Mid-Term US Treasury Bond Index ETF seeks to replicate the performance of the Bloomberg Barclays U.S. Treasury 5-10 Year Bond Index.
-
Name | Start Date |
---|---|
BMO Asset Management Inc. | 02-28-2017 |
Fund Manager | BMO Asset Management Inc. |
---|---|
Advisor | BMO Asset Management Inc. |
Custodian | State Street Trust Company Canada |
Registrar | State Street Trust Company Canada |
Distributor | - |
Auditor | PriceWaterhouseCoopers LLP |
MER | 0.23% |
---|---|
Management Fee | 0.20% |
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