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Global Fixed Income
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2020
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|
Close (09-13-2024) |
$48.89 |
|---|---|
| Change |
$0.17
(0.34%)
|
| Open | - |
|---|---|
| Day Range | - - - |
| Volume | 40 |
As at August 31, 2024
As at August 31, 2024
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Inception Return (February 28, 2017): 1.18%
| 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 | -1.11% | 4.06% | 4.06% | 4.73% | 6.07% | 3.23% | -0.63% | -1.83% | -0.52% | 1.77% | 1.75% | - | - | - |
| Benchmark | -0.22% | 4.87% | 3.98% | 4.00% | 6.25% | 4.50% | -2.49% | -2.72% | -1.51% | 0.36% | 0.67% | 0.03% | 0.80% | 2.21% |
| Category Average | 0.89% | 3.76% | 3.76% | 2.83% | 6.69% | 3.54% | -1.46% | -0.82% | 0.05% | 1.12% | 0.87% | 0.78% | 1.26% | 1.35% |
| Category Rank | 546 / 558 | 134 / 545 | 204 / 540 | 54 / 533 | 360 / 500 | 296 / 451 | 109 / 371 | 208 / 313 | 138 / 256 | 43 / 222 | 23 / 179 | - | - | - |
| Quartile Ranking | 4 | 1 | 2 | 1 | 3 | 3 | 2 | 3 | 3 | 1 | 1 | - | - | - |
| Return % | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -1.89% | 0.62% | 1.67% | 0.90% | 1.56% | -0.90% | 0.45% | -1.07% | 0.63% | 1.57% | 3.61% | -1.11% |
| Benchmark | -3.16% | 1.33% | 2.61% | 1.46% | 0.01% | 0.00% | 0.40% | -1.24% | 0.00% | 1.16% | 3.88% | -0.22% |
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/ 195 | 169/ 239 | 173/ 268 | 233/ 324 | 49/ 390 | 452/ 470 |
9.84% (2018)
-6.73% (2022)
| Name | Percent |
|---|---|
| Foreign Government Bonds | 99.89 |
| Cash and Equivalents | 0.10 |
| Other | 0.01 |
| Name | Percent |
|---|---|
| Fixed Income | 99.89 |
| Cash and Cash Equivalent | 0.11 |
| Name | Percent |
|---|---|
| North America | 100.00 |
| Name | Percent |
|---|---|
| United States Treasury 4.38% 15-May-2034 | 4.55 |
| United States Treasury 4.00% 15-Feb-2034 | 4.48 |
| United States Treasury 4.50% 15-Nov-2033 | 4.36 |
| United States Treasury 3.88% 15-Aug-2033 | 4.01 |
| United States Treasury 4.13% 15-Nov-2032 | 3.69 |
| United States Treasury 1.25% 15-Aug-2031 | 3.59 |
| United States Treasury 3.38% 15-May-2033 | 3.49 |
| United States Treasury 3.50% 15-Feb-2033 | 3.48 |
| United States Treasury 2.88% 15-May-2032 | 3.48 |
| United States Treasury 1.38% 15-Nov-2031 | 3.41 |
BMO Mid-Term US Treasury Bond Index ETF - CAD Units
Median
Other - Global Fixed Income
| Standard Deviation | 6.66% | 7.83% | - |
|---|---|---|---|
| Beta | 0.82% | 1.00% | - |
| Alpha | 0.01% | 0.01% | - |
| Rsquared | 0.77% | 0.78% | - |
| Sharpe | -0.55% | -0.31% | - |
| Sortino | -0.64% | -0.59% | - |
| Treynor | -0.04% | -0.02% | - |
| Tax Efficiency | - | - | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 5.35% | 6.66% | 7.83% | - |
| Beta | 0.76% | 0.82% | 1.00% | - |
| Alpha | 0.01% | 0.01% | 0.01% | - |
| Rsquared | 0.78% | 0.77% | 0.78% | - |
| Sharpe | 0.23% | -0.55% | -0.31% | - |
| Sortino | 0.98% | -0.64% | -0.59% | - |
| Treynor | 0.02% | -0.04% | -0.02% | - |
| Tax Efficiency | 83.33% | - | - | - |
| Start Date | February 28, 2017 |
|---|---|
| Instrument Type | Exchange Traded Fund |
| Share Class | Do-It-Yourself |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Quarterly |
| Assets ($mil) | $13 |
| 52 Week High | $49.21 |
| 52 Week Low | $43.99 |
| Annual Dividend | $1.16 |
| 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.
The investment strategy of BMO Mid-Term US Treasury Bond Index ETF is currently to invest in and hold the constituent securities of the Bloomberg U.S. Treasury 5-10 Year Bond Index in the same proportion as they are reflected in the Index. The Manager may also use a sampling methodology in selecting investments for BMO MidTerm US Treasury Bond Index ETF to obtain exposure to the performance of the 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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