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U.S. Small/Mid Cap Equity
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|
Close (12-03-2024) |
$46.83 |
|---|---|
| Change |
-$0.27
(-0.57%)
|
| Open | $47.06 |
|---|---|
| Day Range | $46.83 - $47.06 |
| Volume | 2,518 |
As at October 31, 2024
As at October 31, 2024
As at July 31, 2024
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Inception Return (February 05, 2020): 8.94%
| 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 | 0.21% | -2.49% | 11.03% | 11.50% | 29.94% | 10.27% | 5.51% | 14.58% | - | - | - | - | - | - |
| Benchmark | 2.75% | 3.59% | 12.46% | 18.62% | 34.59% | 15.38% | 6.51% | 13.59% | 10.88% | 10.59% | 9.64% | 10.76% | 10.12% | 10.71% |
| Category Average | -0.22% | 7.59% | 7.59% | 10.11% | 27.02% | 10.42% | 1.58% | 9.97% | 6.51% | 5.84% | 5.19% | 6.71% | 6.18% | 6.51% |
| Category Rank | 136 / 273 | 166 / 270 | 71 / 269 | 92 / 268 | 73 / 268 | 120 / 258 | 46 / 246 | 26 / 244 | - | - | - | - | - | - |
| Quartile Ranking | 2 | 3 | 2 | 2 | 2 | 2 | 1 | 1 | - | - | - | - | - | - |
| Return % | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 5.88% | 10.07% | -2.55% | 4.27% | 3.02% | -4.07% | 3.94% | -1.95% | 11.73% | -3.82% | 1.17% | 0.21% |
| Benchmark | 6.78% | 6.26% | -0.78% | 7.29% | 4.69% | -5.36% | 3.32% | -1.00% | 6.13% | -1.81% | 2.68% | 2.75% |
15.08% (November 2020)
-18.58% (March 2020)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | - | - | - | - | 25.28% | -10.61% | 13.02% |
| Benchmark | 18.40% | 11.76% | 14.08% | 8.66% | -2.87% | 21.65% | 11.78% | 20.00% | -11.77% | 13.76% |
| Category Average | 10.57% | 6.25% | 9.80% | 10.84% | -7.63% | 15.90% | 4.61% | 23.16% | -17.30% | 11.64% |
| Quartile Ranking | - | - | - | - | - | - | - | 2 | 1 | 2 |
| Category Rank | - | - | - | - | - | - | - | 77/ 244 | 27/ 246 | 88/ 264 |
25.28% (2021)
-10.61% (2022)
| Name | Percent |
|---|---|
| US Equity | 97.56 |
| International Equity | 2.36 |
| Cash and Equivalents | 0.07 |
| Other | 0.01 |
| Name | Percent |
|---|---|
| Financial Services | 17.45 |
| Real Estate | 13.67 |
| Technology | 11.79 |
| Healthcare | 10.44 |
| Industrial Goods | 9.12 |
| Other | 37.53 |
| Name | Percent |
|---|---|
| North America | 97.64 |
| Latin America | 1.43 |
| Europe | 0.69 |
| Asia | 0.18 |
| Africa and Middle East | 0.07 |
| Other | -0.01 |
| Name | Percent |
|---|---|
| Mueller Industries Inc | 0.70 |
| Comerica Inc | 0.65 |
| Jackson Financial Inc Cl A | 0.56 |
| Carpenter Technology Corp | 0.56 |
| Glaukos Corp | 0.55 |
| Robert Half International Inc | 0.53 |
| VF Corp | 0.52 |
| SPX Technologies Inc | 0.51 |
| Allegheny Technologies Inc | 0.50 |
| Meritage Homes Corp | 0.50 |
BMO S&P US Small Cap Index ETF
Median
Other - U.S. Small/Mid Cap Equity
| Standard Deviation | 18.31% | - | - |
|---|---|---|---|
| Beta | 1.01% | - | - |
| Alpha | -0.01% | - | - |
| Rsquared | 0.88% | - | - |
| Sharpe | 0.19% | - | - |
| Sortino | 0.36% | - | - |
| Treynor | 0.03% | - | - |
| Tax Efficiency | 89.56% | - | - |
| Volatility |
|
- | - |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 17.92% | 18.31% | - | - |
| Beta | 1.11% | 1.01% | - | - |
| Alpha | -0.07% | -0.01% | - | - |
| Rsquared | 0.75% | 0.88% | - | - |
| Sharpe | 1.30% | 0.19% | - | - |
| Sortino | 3.60% | 0.36% | - | - |
| Treynor | 0.21% | 0.03% | - | - |
| Tax Efficiency | 97.70% | 89.56% | - | - |
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 05, 2020 |
|---|---|
| Instrument Type | Exchange Traded Fund |
| Share Class | Do-It-Yourself |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Quarterly |
| Assets ($mil) | $168 |
| 52 Week High | $47.83 |
| 52 Week Low | $35.07 |
| Annual Dividend | $0.57 |
| Annual Yield | - |
| Index | S&P SmallCap 600 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 |
BMO S&P US Small Cap Index ETF seeks to replicate, to the extent possible, the performance of a U.S. equity index, net of expenses. Currently, BMO S&P Mid Cap Index ETF seeks to replicate the performance of the S&P SmallCap 600® Index. The Hedged Units of BMO S&P US Small Cap Index ETF will also invest in or use derivative instruments to seek to hedge U.S. currency exposure.
The investment strategy of BMO S&P US Small Cap Index ETF is currently to invest in and hold the constituent securities of the S&P SmallCap 600® 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 S&P US Small Cap Index ETF to obtain exposure to the performance of the Index.
| Name | Start Date |
|---|---|
| BMO Asset Management Inc. | 02-04-2020 |
| 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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