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Global Fixed Income
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Close (07-25-2024) |
$38.48 |
---|---|
Change |
$0.27
(0.71%)
|
Open | $38.01 |
---|---|
Day Range | $38.01 - $38.66 |
Volume | 5,734 |
As at June 30, 2024
As at June 30, 2024
Inception Return (February 28, 2017): -1.27%
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 | 2.12% | -1.11% | -2.75% | -2.75% | -4.29% | -4.90% | -8.80% | -11.33% | -4.34% | -1.85% | -1.46% | - | - | - |
Benchmark | 1.16% | -0.09% | 0.33% | 0.33% | 3.91% | 2.42% | -2.71% | -3.97% | -1.50% | -0.40% | 0.03% | -0.26% | 1.17% | 2.01% |
Category Average | 0.71% | -0.10% | -0.10% | -0.10% | 3.35% | 2.36% | -2.12% | -1.23% | -0.21% | 0.59% | 0.49% | 0.58% | 1.01% | 1.13% |
Category Rank | 7 / 545 | 509 / 544 | 500 / 533 | 500 / 533 | 486 / 488 | 441 / 442 | 359 / 360 | 294 / 295 | 248 / 248 | 200 / 212 | 159 / 175 | - | - | - |
Quartile Ranking | 1 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | - | - | - |
Return % | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Fund | -2.95% | -0.70% | -7.43% | -3.54% | 7.67% | 6.23% | -1.13% | -1.22% | 0.68% | -4.97% | 1.90% | 2.12% |
Benchmark | -0.13% | 1.51% | -3.16% | 1.33% | 2.61% | 1.46% | 0.01% | 0.00% | 0.40% | -1.24% | 0.00% | 1.16% |
11.69% (August 2019)
-7.62% (October 2022)
Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
---|---|---|---|---|---|---|---|---|---|---|
Fund | - | - | - | - | 6.82% | 8.61% | 14.88% | -5.48% | -26.55% | 0.66% |
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 | 1 | 1 | 4 | 4 | 4 |
Category Rank | - | - | - | - | 12/ 193 | 21/ 236 | 1/ 266 | 259/ 323 | 389/ 390 | 467/ 470 |
14.88% (2020)
-26.55% (2022)
Name | Percent |
---|---|
Foreign Government Bonds | 99.95 |
Cash and Equivalents | 0.05 |
Name | Percent |
---|---|
Fixed Income | 99.95 |
Cash and Cash Equivalent | 0.05 |
Name | Percent |
---|---|
North America | 100.00 |
Name | Percent |
---|---|
United States Treasury 4.75% 15-Nov-2053 | 5.20 |
United States Treasury 4.25% 15-Feb-2054 | 5.06 |
United States Treasury 4.13% 15-Aug-2053 | 4.51 |
United States Treasury 4.00% 15-Nov-2052 | 3.96 |
United States Treasury 3.63% 15-Feb-2053 | 3.73 |
United States Treasury 3.63% 15-May-2053 | 3.69 |
United States Treasury 2.38% 15-May-2051 | 3.66 |
United States Treasury 2.00% 15-Aug-2051 | 3.33 |
United States Treasury 3.00% 15-Aug-2052 | 3.29 |
United States Treasury 2.88% 15-May-2052 | 3.26 |
BMO Long-Term US Treasury Bond Index ETF - CAD Units
Median
Other - Global Fixed Income
Standard Deviation | 14.00% | 16.13% | - |
---|---|---|---|
Beta | 1.65% | 2.05% | - |
Alpha | -0.04% | -0.01% | - |
Rsquared | 0.66% | 0.76% | - |
Sharpe | -0.80% | -0.33% | - |
Sortino | -1.00% | -0.55% | - |
Treynor | -0.07% | -0.03% | - |
Tax Efficiency | - | - | - |
Volatility |
|
|
- |
Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
---|---|---|---|---|
Standard Deviation | 15.13% | 14.00% | 16.13% | - |
Beta | 2.31% | 1.65% | 2.05% | - |
Alpha | -0.12% | -0.04% | -0.01% | - |
Rsquared | 0.63% | 0.66% | 0.76% | - |
Sharpe | -0.54% | -0.80% | -0.33% | - |
Sortino | -0.59% | -1.00% | -0.55% | - |
Treynor | -0.04% | -0.07% | -0.03% | - |
Tax Efficiency | - | - | - | - |
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) | $253 |
52 Week High | $40.37 |
52 Week Low | $34.00 |
Annual Dividend | $1.29 |
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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