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Canadian Equity
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|
Close (12-03-2024) |
$40.45 |
|---|---|
| Change |
$0.15
(0.37%)
|
| Open | $40.31 |
|---|---|
| Day Range | $40.31 - $40.45 |
| Volume | 420 |
As at October 31, 2024
As at October 31, 2024
As at July 31, 2024
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Inception Return (November 06, 2006): 7.19%
| 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 | 1.42% | 6.86% | 13.80% | 19.06% | 32.97% | 14.15% | 11.19% | 19.89% | 12.21% | 11.65% | 9.09% | 9.47% | 10.00% | 8.25% |
| Benchmark | 0.85% | 5.30% | 12.95% | 18.24% | 32.06% | 15.16% | 8.05% | 15.02% | 11.33% | 11.65% | 9.36% | 9.62% | 9.96% | 8.41% |
| Category Average | 0.32% | 10.90% | 10.90% | 15.35% | 27.26% | 12.81% | 6.99% | 13.70% | 9.77% | 9.80% | 7.62% | 7.89% | 8.07% | 6.92% |
| Category Rank | 75 / 742 | 16 / 726 | 87 / 719 | 74 / 715 | 70 / 714 | 274 / 688 | 17 / 639 | 27 / 581 | 66 / 547 | 119 / 510 | 135 / 470 | 119 / 441 | 79 / 404 | 128 / 378 |
| Quartile Ranking | 1 | 1 | 1 | 1 | 1 | 2 | 1 | 1 | 1 | 1 | 2 | 2 | 1 | 2 |
| Return % | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 7.33% | 4.06% | -0.45% | 1.73% | 5.02% | -1.62% | 2.99% | -2.55% | 6.10% | 2.10% | 3.20% | 1.42% |
| Benchmark | 7.48% | 3.91% | 0.55% | 1.82% | 4.14% | -1.82% | 2.77% | -1.42% | 5.87% | 1.22% | 3.15% | 0.85% |
12.95% (November 2020)
-20.17% (March 2020)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 7.16% | -9.92% | 24.89% | 9.05% | -11.09% | 18.08% | -3.46% | 34.05% | 2.13% | 9.52% |
| Benchmark | 10.55% | -8.32% | 21.08% | 9.10% | -8.89% | 22.88% | 5.60% | 25.09% | -5.84% | 11.75% |
| Category Average | 9.54% | -6.15% | 16.46% | 6.89% | -9.47% | 19.21% | 3.42% | 23.26% | -4.82% | 9.85% |
| Quartile Ranking | 4 | 4 | 1 | 1 | 3 | 4 | 4 | 1 | 1 | 3 |
| Category Rank | 279/ 347 | 356/ 380 | 33/ 408 | 102/ 450 | 354/ 476 | 428/ 521 | 491/ 548 | 29/ 583 | 28/ 650 | 437/ 689 |
34.05% (2021)
-11.09% (2018)
| Name | Percent |
|---|---|
| Canadian Equity | 99.25 |
| Income Trust Units | 0.75 |
| Name | Percent |
|---|---|
| Financial Services | 56.01 |
| Energy | 23.55 |
| Basic Materials | 13.06 |
| Telecommunications | 2.98 |
| Utilities | 1.89 |
| Other | 2.51 |
| Name | Percent |
|---|---|
| North America | 100.00 |
| Name | Percent |
|---|---|
| Royal Bank of Canada | 9.67 |
| Toronto-Dominion Bank | 8.63 |
| Enbridge Inc | 7.86 |
| Canadian Natural Resources Ltd | 6.47 |
| Bank of Montreal | 5.94 |
| Bank of Nova Scotia | 5.66 |
| Canadian Imperial Bank of Commerce | 5.27 |
| Manulife Financial Corp | 4.64 |
| TC Energy Corp | 4.31 |
| Suncor Energy Inc | 4.28 |
iShares Canadian Value Index ETF
Median
Other - Canadian Equity
| Standard Deviation | 14.86% | 17.48% | 14.31% |
|---|---|---|---|
| Beta | 1.02% | 1.04% | 1.05% |
| Alpha | 0.03% | 0.01% | 0.00% |
| Rsquared | 0.85% | 0.87% | 0.87% |
| Sharpe | 0.56% | 0.62% | 0.52% |
| Sortino | 0.89% | 0.82% | 0.60% |
| Treynor | 0.08% | 0.10% | 0.07% |
| Tax Efficiency | 86.76% | 88.43% | 85.15% |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 10.38% | 14.86% | 17.48% | 14.31% |
| Beta | 1.06% | 1.02% | 1.04% | 1.05% |
| Alpha | -0.01% | 0.03% | 0.01% | 0.00% |
| Rsquared | 0.96% | 0.85% | 0.87% | 0.87% |
| Sharpe | 2.38% | 0.56% | 0.62% | 0.52% |
| Sortino | 7.66% | 0.89% | 0.82% | 0.60% |
| Treynor | 0.23% | 0.08% | 0.10% | 0.07% |
| Tax Efficiency | 94.38% | 86.76% | 88.43% | 85.15% |
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 | November 06, 2006 |
|---|---|
| Instrument Type | Exchange Traded Fund |
| Share Class | Do-It-Yourself |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Quarterly |
| Assets ($mil) | $69 |
| 52 Week High | $40.46 |
| 52 Week Low | $31.52 |
| Annual Dividend | $1.40 |
| Annual Yield | - |
| Index | Dow Jones Canada Select Value 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 |
The iShares Dow Jones Canada Select Value Index Fund seeks to provide long-term capital growth by replicating, to the extent possible, the performance of the Dow Jones Canada Select Value Index, net of expenses.
The Index is comprised of securities of Canadian issuers selected by Dow Jones & Company, Inc. based on criteria for identifying companies that demonstrate value characteristics.
| Name | Start Date |
|---|---|
| BlackRock Asset Management Canada Limited | 11-03-2006 |
| BlackRock Institutional Trust Company, N.A. | 11-06-2006 |
| Fund Manager | BlackRock Asset Management Canada Limited |
|---|---|
| Advisor | BlackRock Asset Management Canada Limited |
| Custodian | State Street Trust Company Canada |
| Registrar | State Street Trust Company Canada |
| Distributor | BlackRock Asset Management Canada Limited |
| Auditor | PriceWaterhouseCoopers LLP |
| MER | 0.55% |
|---|---|
| Management Fee | 0.50% |
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