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Canadian Equity
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|
Close (05-03-2024) |
$22.08 |
|---|---|
| Change |
$0.09
(0.41%)
|
| Open | - |
|---|---|
| Day Range | - - - |
| Volume | 175 |
As at March 31, 2024
As at March 31, 2024
As at February 29, 2024
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Inception Return (February 22, 2006): 7.06%
| 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 | 4.56% | 7.01% | 15.28% | 7.01% | 14.09% | 3.81% | 12.01% | 20.28% | 10.59% | 9.57% | 8.48% | 10.20% | 8.26% | 7.54% |
| Benchmark | 4.14% | 6.62% | 15.26% | 6.62% | 13.96% | 3.95% | 9.11% | 16.99% | 9.96% | 9.65% | 8.48% | 9.70% | 7.76% | 7.67% |
| Category Average | 2.98% | 13.93% | 13.93% | 6.16% | 12.03% | 3.59% | 8.38% | 15.41% | 8.69% | 8.07% | 6.99% | 7.91% | 6.36% | 6.41% |
| Category Rank | 37 / 729 | 163 / 728 | 210 / 718 | 163 / 728 | 215 / 705 | 347 / 675 | 37 / 602 | 50 / 561 | 104 / 543 | 129 / 478 | 116 / 451 | 51 / 402 | 60 / 368 | 120 / 335 |
| Quartile Ranking | 1 | 1 | 2 | 1 | 2 | 3 | 1 | 1 | 1 | 2 | 2 | 1 | 1 | 2 |
| Return % | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 3.05% | -5.93% | 3.58% | 3.11% | -1.81% | -2.64% | -3.19% | 6.78% | 4.21% | 0.00% | 2.35% | 4.56% |
| Benchmark | 2.90% | -4.95% | 3.36% | 2.58% | -1.37% | -3.33% | -3.21% | 7.48% | 3.91% | 0.55% | 1.82% | 4.14% |
14.02% (November 2020)
-20.79% (March 2020)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 6.46% | -11.54% | 29.76% | 7.45% | -10.33% | 19.86% | -3.56% | 34.73% | 0.95% | 9.81% |
| Benchmark | 10.55% | -8.32% | 21.08% | 9.10% | -8.89% | 22.88% | 5.60% | 25.09% | -5.84% | 11.75% |
| Category Average | 9.54% | -6.15% | 16.46% | 6.89% | -9.47% | 19.21% | 3.42% | 23.26% | -4.82% | 9.85% |
| Quartile Ranking | 4 | 4 | 1 | 2 | 3 | 3 | 4 | 1 | 1 | 3 |
| Category Rank | 292/ 333 | 356/ 365 | 4/ 392 | 213/ 448 | 309/ 474 | 316/ 522 | 504/ 558 | 25/ 593 | 47/ 660 | 397/ 698 |
34.73% (2021)
-11.54% (2015)
| Name | Percent |
|---|---|
| Canadian Equity | 98.66 |
| Income Trust Units | 1.17 |
| US Equity | 0.17 |
| Name | Percent |
|---|---|
| Financial Services | 44.35 |
| Energy | 22.55 |
| Basic Materials | 10.51 |
| Industrial Services | 5.06 |
| Consumer Services | 4.82 |
| Other | 12.71 |
| Name | Percent |
|---|---|
| North America | 100.00 |
| Name | Percent |
|---|---|
| Royal Bank of Canada | 7.64 |
| Toronto-Dominion Bank | 6.99 |
| Bank of Nova Scotia | 5.69 |
| Enbridge Inc | 5.64 |
| Bank of Montreal | 4.23 |
| Canadian Natural Resources Ltd | 4.05 |
| Brookfield Corp Cl A | 3.98 |
| Suncor Energy Inc | 3.87 |
| Canadian Imperial Bank of Commerce | 3.47 |
| Manulife Financial Corp | 3.35 |
iShares Canadian Fundamental Index ETF
Median
Other - Canadian Equity
| Standard Deviation | 13.40% | 17.18% | 14.15% |
|---|---|---|---|
| Beta | 0.95% | 1.05% | 1.06% |
| Alpha | 0.03% | 0.00% | 0.00% |
| Rsquared | 0.89% | 0.90% | 0.90% |
| Sharpe | 0.72% | 0.56% | 0.49% |
| Sortino | 1.07% | 0.70% | 0.53% |
| Treynor | 0.10% | 0.09% | 0.07% |
| Tax Efficiency | 90.16% | 88.97% | 86.74% |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 13.25% | 13.40% | 17.18% | 14.15% |
| Beta | 1.02% | 0.95% | 1.05% | 1.06% |
| Alpha | 0.00% | 0.03% | 0.00% | 0.00% |
| Rsquared | 0.98% | 0.89% | 0.90% | 0.90% |
| Sharpe | 0.70% | 0.72% | 0.56% | 0.49% |
| Sortino | 1.40% | 1.07% | 0.70% | 0.53% |
| Treynor | 0.09% | 0.10% | 0.09% | 0.07% |
| Tax Efficiency | 91.12% | 90.16% | 88.97% | 86.74% |
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 | February 22, 2006 |
|---|---|
| Instrument Type | Exchange Traded Fund |
| Share Class | Do-It-Yourself |
| Legal Status | Trust |
| Sales Status | - |
| Currency | CAD |
| Distribution Frequency | Quarterly |
| Assets ($mil) | $93 |
| 52 Week High | $22.50 |
| 52 Week Low | $18.76 |
| Annual Dividend | $0.63 |
| Annual Yield | - |
| Index | FTSE RAFI Canada Index |
| 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 |
iShares Canadian Fundamental Index Fund seeks to track, less fees and expenses, the FTSE RAFI Canada Index which comprises those Canadian companies with the highest fundamental weightings. They're selected on the basis of 3 factors aggregated over 5 years: total cash dividends, free cash flow and total sales. Current book equity value is also taken into account.
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| Name | Start Date |
|---|---|
| BlackRock Institutional Trust Company, N.A. | 05-18-2012 |
| 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 | 0.72% |
|---|---|
| Management Fee | 0.65% |
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