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U.S. Small/Mid Cap Equity
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|
Close (11-22-2024) |
$46.37 |
|---|---|
| Change |
$0.81
(1.78%)
|
| Open | $45.72 |
|---|---|
| Day Range | $45.71 - $46.39 |
| Volume | 56,002 |
As at October 31, 2024
As at October 31, 2024
As at July 31, 2024
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Inception Return (May 14, 2007): 5.49%
| 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 | -1.55% | -2.72% | 11.24% | 8.46% | 31.93% | 8.83% | -1.71% | 9.03% | 6.53% | 5.88% | 5.10% | 7.57% | 7.08% | 6.37% |
| Benchmark | 2.75% | 3.59% | 12.46% | 18.62% | 34.59% | 15.38% | 6.51% | 13.59% | 10.88% | 10.59% | 9.64% | 10.76% | 10.12% | 10.71% |
| Category Average | -0.22% | 7.60% | 7.60% | 10.12% | 27.03% | 10.42% | 1.58% | 9.97% | 6.51% | 5.85% | 5.19% | 6.71% | 6.18% | 6.51% |
| Category Rank | 193 / 273 | 169 / 270 | 69 / 269 | 178 / 268 | 55 / 268 | 151 / 258 | 194 / 246 | 116 / 244 | 112 / 199 | 136 / 192 | 133 / 179 | 90 / 162 | 92 / 158 | 100 / 138 |
| Quartile Ranking | 3 | 3 | 2 | 3 | 1 | 3 | 4 | 2 | 3 | 3 | 3 | 3 | 3 | 3 |
| Return % | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 8.93% | 11.67% | -4.03% | 5.66% | 3.38% | -6.99% | 4.93% | -1.23% | 10.34% | -1.74% | 0.56% | -1.55% |
| Benchmark | 6.78% | 6.26% | -0.78% | 7.29% | 4.69% | -5.36% | 3.32% | -1.00% | 6.13% | -1.81% | 2.68% | 2.75% |
17.70% (November 2020)
-27.16% (October 2008)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 5.41% | -5.15% | 20.52% | 13.54% | -12.58% | 23.22% | 15.93% | 13.83% | -21.67% | 14.53% |
| Benchmark | 18.40% | 11.76% | 14.08% | 8.66% | -2.87% | 21.65% | 11.78% | 20.00% | -11.77% | 13.76% |
| Category Average | 10.57% | 6.25% | 9.80% | 10.84% | -7.63% | 15.90% | 4.61% | 23.16% | -17.30% | 11.64% |
| Quartile Ranking | 4 | 4 | 1 | 1 | 4 | 1 | 1 | 4 | 4 | 1 |
| Category Rank | 114/ 125 | 128/ 139 | 11/ 158 | 39/ 162 | 170/ 182 | 44/ 193 | 29/ 200 | 219/ 244 | 198/ 246 | 59/ 264 |
23.22% (2019)
-21.67% (2022)
| Name | Percent |
|---|---|
| US Equity | 95.35 |
| International Equity | 4.15 |
| Foreign Corporate Bonds | 0.28 |
| Canadian Equity | 0.25 |
| Other | -0.03 |
| Name | Percent |
|---|---|
| Financial Services | 16.97 |
| Healthcare | 15.89 |
| Technology | 13.68 |
| Real Estate | 11.81 |
| Industrial Goods | 8.14 |
| Other | 33.51 |
| Name | Percent |
|---|---|
| North America | 95.85 |
| Latin America | 2.53 |
| Europe | 1.35 |
| Asia | 0.14 |
| Africa and Middle East | 0.13 |
| Name | Percent |
|---|---|
| iShares Russell 2000 ETF (IWM) | 100.00 |
iShares U.S. Small Cap Index ETF (CAD-Hedged)
Median
Other - U.S. Small/Mid Cap Equity
| Standard Deviation | 22.54% | 24.14% | 20.39% |
|---|---|---|---|
| Beta | 1.26% | 1.25% | 1.14% |
| Alpha | -0.09% | -0.06% | -0.05% |
| Rsquared | 0.90% | 0.90% | 0.81% |
| Sharpe | -0.12% | 0.29% | 0.33% |
| Sortino | -0.15% | 0.38% | 0.37% |
| Treynor | -0.02% | 0.06% | 0.06% |
| Tax Efficiency | - | 93.68% | 93.24% |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 20.58% | 22.54% | 24.14% | 20.39% |
| Beta | 1.33% | 1.26% | 1.25% | 1.14% |
| Alpha | -0.11% | -0.09% | -0.06% | -0.05% |
| Rsquared | 0.80% | 0.90% | 0.90% | 0.81% |
| Sharpe | 1.23% | -0.12% | 0.29% | 0.33% |
| Sortino | 3.01% | -0.15% | 0.38% | 0.37% |
| Treynor | 0.19% | -0.02% | 0.06% | 0.06% |
| Tax Efficiency | 98.42% | - | 93.68% | 93.24% |
The E, S, and G scores are averaged for each security in the portfolio, to arrive at an ESG score for each security. We take the portfolio weighted average of the ESG scores for each fund and rank them against their peers to arrive at the Fundata ESG Score from 0-100.
Three scores under the Environment bucket are averaged to yield the Fundata Environment Score for each fund from 0-100: (1) Pollution Prevention, (2) Environmental Transparency, (3) Resource Efficiency.
Six scores under the Social bucket are averaged to yield the Fundata Social Score for each fund from 0-100. (1) Compensation and Satisfaction, (2) Diversity and Rights, (3) Education and Work Conditions, (4) Community and Charity, (5) Human Rights, (6) Sustainability Integration.
Three scores under the governance bucket are averaged to yield the Fundata Governance Score for each fund from 0-100: (1) Board Effectiveness, (2) Management Ethics, (3) Disclosure and Accountability.
Powered by OWL Analytics. For more information, please contact Fundata Canada.
| Start Date | May 14, 2007 |
|---|---|
| Instrument Type | Exchange Traded Fund |
| Share Class | Do-It-Yourself |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Semi Annual |
| Assets ($mil) | $743 |
| 52 Week High | $47.00 |
| 52 Week Low | $34.84 |
| Annual Dividend | $0.41 |
| Annual Yield | - |
| Index | Russell 2000 Index - Canadian Dollar Hedged |
| Shares Outstanding | - |
| Registered Plan Eligible | Yes |
| Exposure | 1x performance |
|---|---|
| Asset Class High | - |
| Asset Class Medium | - |
| Asset Class Low | - |
| Leveraged | - |
| Inverse | - |
| Advisor Series | - |
| Covered Call Strategy | No |
The iShares Russell 2000 Index Fund (CAD-Hedged) seeks to provide long-term capital growth by replicating, to the extent possible, the performance of the Russell 2000® Index - Canadian Dollars Hedged, net of expenses.
The Index is a market capitalization-weighted index of securities of 2,000 of the smaller U.S. public issuers provided by FRC, hedged to Canadian dollars. The Russell 2000 Index, which forms the basis for the Russell 2000 Index - Canadian Dollar Hedged, is commonly used as a measure of U.S. small capitalization stock market performance.
| Name | Start Date |
|---|---|
| BlackRock Institutional Trust Company, N.A. | 05-14-2007 |
| BlackRock Asset Management Canada Limited | 05-14-2007 |
| Fund Manager | BlackRock Asset Management Canada Limited |
|---|---|
| Advisor | BlackRock Asset Management Canada Limited |
| Custodian | - |
| Registrar | - |
| Distributor | - |
| Auditor | PriceWaterhouseCoopers LLP |
| MER | 0.35% |
|---|---|
| Management Fee | 0.35% |
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