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Global Fixed Income
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2020
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|
Close (01-17-2025) |
$38.24 |
|---|---|
| Change |
$0.24
(0.63%)
|
| Open | $38.47 |
|---|---|
| Day Range | $38.08 - $38.47 |
| Volume | 10,352 |
As at December 31, 2024
As at December 31, 2024
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Inception Return (February 21, 2017): -0.72%
| 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 | -3.70% | -3.79% | 2.63% | -0.20% | -0.20% | 0.23% | -9.64% | -8.61% | -4.33% | -2.29% | -1.04% | - | - | - |
| Benchmark | 0.21% | 0.78% | 6.45% | 6.80% | 6.80% | 4.74% | -0.73% | -2.09% | -0.33% | -0.03% | 1.05% | 0.91% | 0.66% | 2.15% |
| Category Average | -1.22% | 2.49% | 2.49% | 2.36% | 2.36% | 3.84% | -1.25% | -1.39% | 0.03% | 0.92% | 0.78% | 1.03% | 1.14% | 1.32% |
| Category Rank | 552 / 567 | 513 / 563 | 321 / 540 | 481 / 527 | 481 / 527 | 449 / 464 | 388 / 389 | 322 / 323 | 267 / 267 | 232 / 241 | 186 / 197 | - | - | - |
| Quartile Ranking | 4 | 4 | 3 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | - | - | - |
| Return % | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -1.13% | -1.22% | 0.68% | -4.97% | 1.90% | 2.12% | 4.52% | -0.17% | 2.23% | -2.63% | 2.60% | -3.70% |
| Benchmark | 0.01% | 0.00% | 0.40% | -1.24% | 0.00% | 1.16% | 3.88% | -0.22% | 1.89% | -0.37% | 0.95% | 0.21% |
11.69% (August 2019)
-7.62% (October 2022)
| Return % | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | 6.82% | 8.61% | 14.88% | -5.48% | -26.55% | 0.66% | -0.20% |
| Benchmark | 16.63% | -1.36% | -0.08% | 7.82% | 1.45% | 7.03% | -6.05% | -10.83% | 2.72% | 6.80% |
| Category Average | 2.92% | 2.08% | 2.75% | -0.04% | 5.49% | 5.94% | -1.81% | -10.70% | 5.33% | 2.36% |
| Quartile Ranking | - | - | - | 1 | 1 | 1 | 4 | 4 | 4 | 4 |
| Category Rank | - | - | - | 13/ 197 | 21/ 241 | 1/ 267 | 255/ 323 | 388/ 389 | 461/ 464 | 481/ 527 |
14.88% (2020)
-26.55% (2022)
| Name | Percent |
|---|---|
| Foreign Government Bonds | 98.34 |
| Cash and Equivalents | 1.66 |
| Name | Percent |
|---|---|
| Fixed Income | 98.34 |
| Cash and Cash Equivalent | 1.66 |
| Name | Percent |
|---|---|
| North America | 100.00 |
| Name | Percent |
|---|---|
| United States Treasury 4.63% 15-May-2054 | 4.79 |
| United States Treasury 4.75% 15-Nov-2053 | 4.67 |
| United States Treasury 4.25% 15-Aug-2054 | 4.56 |
| United States Treasury 4.25% 15-Feb-2054 | 4.56 |
| United States Treasury 4.13% 15-Aug-2053 | 4.06 |
| United States Treasury 4.00% 15-Nov-2052 | 3.55 |
| United States Treasury 2.38% 15-May-2051 | 3.34 |
| United States Treasury 3.63% 15-Feb-2053 | 3.32 |
| United States Treasury 3.63% 15-May-2053 | 3.30 |
| United States Treasury 4.50% 15-Nov-2054 | 3.21 |
BMO Long-Term US Treasury Bond Index ETF - CAD Units
Median
Other - Global Fixed Income
| Standard Deviation | 13.69% | 15.33% | - |
|---|---|---|---|
| Beta | 1.67% | 1.90% | - |
| Alpha | -0.08% | -0.03% | - |
| Rsquared | 0.67% | 0.73% | - |
| Sharpe | -0.94% | -0.37% | - |
| Sortino | -1.08% | -0.57% | - |
| Treynor | -0.08% | -0.03% | - |
| Tax Efficiency | - | - | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 9.84% | 13.69% | 15.33% | - |
| Beta | 1.74% | 1.67% | 1.90% | - |
| Alpha | -0.11% | -0.08% | -0.03% | - |
| Rsquared | 0.65% | 0.67% | 0.73% | - |
| Sharpe | -0.42% | -0.94% | -0.37% | - |
| Sortino | -0.37% | -1.08% | -0.57% | - |
| Treynor | -0.02% | -0.08% | -0.03% | - |
| Tax Efficiency | - | - | - | - |
| Start Date | February 21, 2017 |
|---|---|
| Instrument Type | Exchange Traded Fund |
| Share Class | Do-It-Yourself |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Quarterly |
| Assets ($mil) | $307 |
| 52 Week High | $42.11 |
| 52 Week Low | $36.06 |
| Annual Dividend | $1.17 |
| Annual Yield | - |
| Index | Bloomberg Barclays U.S. Treasury 20+ Year 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 Long-Term US Treasury Bond Index ETF seeks to replicate, to the extent possible, the performance of a long-term U.S. treasury bond index, net of expenses. Currently, BMO Long-Term US Treasury Bond Index ETF seeks to replicate the performance of the Bloomberg Barclays U.S. Long Treasury Bond Index.
The investment strategy of BMO Long-Term US Treasury Bond Index ETF will be to invest in and hold the constituent securities of the Bloomberg U.S. Treasury 20+ Year Index in the same proportion as they are held in the Index. The Manager may also use a sampling methodology in selecting investments for BMO Long-Term 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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