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Global Fixed Income
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2020
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|
Close (09-09-2024) |
$41.22 |
|---|---|
| Change |
$0.17
(0.41%)
|
| Open | $40.90 |
|---|---|
| Day Range | $40.90 - $41.21 |
| Volume | 9,823 |
As at July 31, 2024
As at July 31, 2024
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Inception Return (February 28, 2017): -0.67%
| 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 | 4.52% | 8.77% | 2.81% | 1.65% | 3.08% | -3.71% | -8.75% | -11.01% | -3.68% | -0.72% | -0.19% | - | - | - |
| Benchmark | 3.88% | 5.09% | 4.22% | 4.23% | 8.09% | 3.58% | -2.17% | -3.41% | -0.79% | 0.44% | 0.89% | 0.07% | 1.10% | 2.26% |
| Category Average | 2.04% | 2.24% | 2.24% | 1.91% | 5.33% | 2.16% | -1.70% | -1.20% | 0.13% | 0.93% | 0.84% | 0.70% | 1.08% | 1.31% |
| Category Rank | 2 / 548 | 2 / 546 | 187 / 541 | 388 / 535 | 465 / 498 | 448 / 449 | 364 / 365 | 314 / 315 | 256 / 256 | 195 / 217 | 141 / 180 | - | - | - |
| Quartile Ranking | 1 | 1 | 2 | 3 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | - | - | - |
| Return % | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -0.70% | -7.43% | -3.54% | 7.67% | 6.23% | -1.13% | -1.22% | 0.68% | -4.97% | 1.90% | 2.12% | 4.52% |
| Benchmark | 1.51% | -3.16% | 1.33% | 2.61% | 1.46% | 0.01% | 0.00% | 0.40% | -1.24% | 0.00% | 1.16% | 3.88% |
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/ 196 | 21/ 240 | 1/ 269 | 259/ 326 | 391/ 392 | 469/ 472 |
14.88% (2020)
-26.55% (2022)
| Name | Percent |
|---|---|
| Foreign Government Bonds | 99.35 |
| Cash and Equivalents | 0.65 |
| Name | Percent |
|---|---|
| Fixed Income | 99.35 |
| Cash and Cash Equivalent | 0.65 |
| Name | Percent |
|---|---|
| North America | 100.00 |
| Name | Percent |
|---|---|
| United States Treasury 4.63% 15-May-2054 | 5.09 |
| United States Treasury 4.75% 15-Nov-2053 | 4.96 |
| United States Treasury 4.25% 15-Feb-2054 | 4.82 |
| United States Treasury 4.13% 15-Aug-2053 | 4.31 |
| United States Treasury 4.00% 15-Nov-2052 | 3.77 |
| United States Treasury 2.38% 15-May-2051 | 3.57 |
| United States Treasury 3.63% 15-Feb-2053 | 3.53 |
| United States Treasury 3.63% 15-May-2053 | 3.53 |
| United States Treasury 2.00% 15-Aug-2051 | 3.25 |
| United States Treasury 2.88% 15-May-2052 | 3.18 |
BMO Long-Term US Treasury Bond Index ETF - CAD Units
Median
Other - Global Fixed Income
| Standard Deviation | 14.03% | 16.26% | - |
|---|---|---|---|
| Beta | 1.59% | 1.99% | - |
| Alpha | -0.05% | -0.01% | - |
| Rsquared | 0.66% | 0.75% | - |
| Sharpe | -0.81% | -0.28% | - |
| Sortino | -0.99% | -0.49% | - |
| Treynor | -0.07% | -0.02% | - |
| Tax Efficiency | - | - | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 15.53% | 14.03% | 16.26% | - |
| Beta | 1.97% | 1.59% | 1.99% | - |
| Alpha | -0.12% | -0.05% | -0.01% | - |
| Rsquared | 0.63% | 0.66% | 0.75% | - |
| Sharpe | -0.04% | -0.81% | -0.28% | - |
| Sortino | 0.11% | -0.99% | -0.49% | - |
| Treynor | 0.00% | -0.07% | -0.02% | - |
| Tax Efficiency | 56.11% | - | - | - |
| 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) | $276 |
| 52 Week High | $41.43 |
| 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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