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Global Neutral Balanced
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Click for more information on Fundata’s ESG Grade
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2023, 2012
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|
Close (11-20-2024) |
$30.04 |
|---|---|
| Change |
-$0.03
(-0.10%)
|
| Open | $30.06 |
|---|---|
| Day Range | $29.96 - $30.06 |
| Volume | 29,496 |
As at October 31, 2024
As at October 31, 2024
As at July 31, 2024
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Inception Return (June 21, 2007): 5.51%
| 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 | 0.00% | 2.46% | 9.56% | 13.12% | 23.21% | 14.06% | 5.08% | 8.05% | 7.39% | 8.00% | 6.79% | 6.72% | 6.68% | 6.05% |
| Benchmark | 0.21% | 2.39% | 9.50% | 14.01% | 22.16% | 14.87% | 4.91% | 6.20% | 6.36% | 7.25% | 6.28% | 6.58% | 6.60% | 7.43% |
| Category Average | -0.44% | 7.82% | 7.82% | 10.43% | 19.47% | 11.21% | 3.06% | 6.10% | 5.22% | 5.85% | 4.75% | 5.15% | 5.03% | 4.93% |
| Category Rank | 580 / 1,711 | 406 / 1,709 | 170 / 1,686 | 293 / 1,675 | 174 / 1,664 | 184 / 1,614 | 287 / 1,477 | 232 / 1,341 | 168 / 1,267 | 145 / 1,186 | 135 / 1,061 | 185 / 937 | 165 / 847 | 233 / 737 |
| Quartile Ranking | 2 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 2 |
| Return % | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 5.72% | 3.03% | 0.41% | 2.65% | 2.22% | -2.01% | 2.75% | 0.98% | 3.05% | 0.38% | 2.08% | 0.00% |
| Benchmark | 5.00% | 2.05% | 0.78% | 3.10% | 1.80% | -1.57% | 1.73% | 1.79% | 3.28% | -0.07% | 2.25% | 0.21% |
7.06% (April 2020)
-8.03% (March 2020)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 8.72% | -1.29% | 9.30% | 5.50% | -2.51% | 15.19% | 10.58% | 11.06% | -11.08% | 12.78% |
| Benchmark | 12.44% | 17.05% | 2.39% | 8.66% | 2.68% | 12.26% | 11.12% | 6.48% | -11.62% | 11.69% |
| Category Average | 7.77% | 2.99% | 5.05% | 7.69% | -3.99% | 13.52% | 7.16% | 9.69% | -11.26% | 9.53% |
| Quartile Ranking | 3 | 4 | 1 | 4 | 2 | 1 | 1 | 2 | 3 | 1 |
| Category Rank | 328/ 642 | 699/ 765 | 64/ 865 | 735/ 949 | 451/ 1,090 | 184/ 1,202 | 267/ 1,284 | 371/ 1,367 | 857/ 1,504 | 128/ 1,622 |
15.19% (2019)
-11.08% (2022)
| Name | Percent |
|---|---|
| US Equity | 27.14 |
| International Equity | 18.41 |
| Canadian Government Bonds | 18.20 |
| Canadian Equity | 15.00 |
| Canadian Corporate Bonds | 12.12 |
| Other | 9.13 |
| Name | Percent |
|---|---|
| Fixed Income | 38.44 |
| Exchange Traded Fund | 17.58 |
| Technology | 11.45 |
| Financial Services | 8.66 |
| Consumer Services | 3.67 |
| Other | 20.20 |
| Name | Percent |
|---|---|
| North America | 81.32 |
| Multi-National | 17.58 |
| Europe | 0.75 |
| Latin America | 0.22 |
| Asia | 0.10 |
| Other | 0.03 |
| Name | Percent |
|---|---|
| iShares Core S&P Total US Stock Market ETF (ITOT) | 28.36 |
| iShares Core Canadian Universe Bond Idx ETF (XBB) | 24.70 |
| iShares Core S&P/TSX Capped Composit Idx ETF (XIC) | 15.40 |
| iShares Core MSCI EAFE IMI Index ETF (XEF) | 14.46 |
| iShares Core Canadian Short Term Corp Bnd Inx(XSH) | 6.16 |
| iShares Brd USD Invest Grade Corp Bnd ETF (CRED) | 3.91 |
| iShares US Treasury Bond ETF (GOVT) | 3.90 |
| iShares Core MSCI Emerging Mkts IMI Idx ETF (XEC) | 3.12 |
iShares Core Balanced ETF Portfolio
Median
Other - Global Neutral Balanced
| Standard Deviation | 9.77% | 9.94% | 7.80% |
|---|---|---|---|
| Beta | 1.04% | 1.13% | 0.78% |
| Alpha | 0.00% | 0.00% | 0.00% |
| Rsquared | 0.93% | 0.88% | 0.61% |
| Sharpe | 0.20% | 0.54% | 0.59% |
| Sortino | 0.37% | 0.69% | 0.61% |
| Treynor | 0.02% | 0.05% | 0.06% |
| Tax Efficiency | 82.73% | 88.05% | 82.95% |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 6.83% | 9.77% | 9.94% | 7.80% |
| Beta | 1.09% | 1.04% | 1.13% | 0.78% |
| Alpha | -0.01% | 0.00% | 0.00% | 0.00% |
| Rsquared | 0.91% | 0.93% | 0.88% | 0.61% |
| Sharpe | 2.44% | 0.20% | 0.54% | 0.59% |
| Sortino | 8.02% | 0.37% | 0.69% | 0.61% |
| Treynor | 0.15% | 0.02% | 0.05% | 0.06% |
| Tax Efficiency | 94.98% | 82.73% | 88.05% | 82.95% |
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 | June 21, 2007 |
|---|---|
| Instrument Type | Exchange Traded Fund |
| Share Class | Do-It-Yourself |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Quarterly |
| Assets ($mil) | $1,616 |
| 52 Week High | $30.39 |
| 52 Week Low | $25.84 |
| Annual Dividend | $0.72 |
| Annual Yield | - |
| Index | - |
| Shares Outstanding | - |
| Registered Plan Eligible | Yes |
| Exposure | 1x performance |
|---|---|
| Asset Class High | - |
| Asset Class Medium | - |
| Asset Class Low | - |
| Leveraged | - |
| Inverse | - |
| Advisor Series | No |
| Covered Call Strategy | No |
The iShares Fund seeks to provide long-term capital growth and income by investing primarily in one or more exchange-traded funds managed by BlackRock Canada or affiliate ("iShares ETFs") that provide exposure to equity and/or fixed income securities.
XBAL invests primarily in one or more iShares ETFs that provide exposure to equity and/or fixed income securities. The iShares ETFs in which XBAL invests are generally expected to employ indexing strategies that provide exposure to broad-based equity and fixed income markets. XBAL is managed in accordance with a long-term strategic asset allocation of approximately 60% equity exposure and approximately 40% fixed income exposure.
| Name | Start Date |
|---|---|
| BlackRock Institutional Trust Company, N.A. | 06-21-2007 |
| BlackRock Asset Management Canada Limited | 06-17-2020 |
| Fund Manager | BlackRock Asset Management Canada Limited |
|---|---|
| Advisor | BlackRock Asset Management Canada Limited |
| Custodian | State Street Trust Company Canada |
| Registrar | State Street Trust Company Canada |
| Distributor | - |
| Auditor | PriceWaterhouseCoopers LLP |
| MER | 0.20% |
|---|---|
| Management Fee | 0.18% |
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