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U.S. Equity
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2023, 2022
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|
Close (12-20-2024) |
$151.67 |
|---|---|
| Change |
$1.58
(1.05%)
|
| Open | $149.36 |
|---|---|
| Day Range | $149.13 - $152.50 |
| Volume | 559,122 |
As at November 30, 2024
As at November 30, 2024
As at July 31, 2024
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Inception Return (November 02, 2012): 17.75%
| 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 | 6.48% | 11.28% | 17.95% | 34.95% | 37.72% | 25.59% | 14.54% | 17.15% | 16.60% | 16.47% | 15.36% | 15.61% | 14.77% | 15.25% |
| Benchmark | 6.59% | 11.27% | 18.22% | 35.66% | 38.11% | 25.73% | 14.87% | 17.60% | 17.00% | 16.83% | 15.78% | 16.05% | 15.20% | 15.67% |
| Category Average | 6.29% | 15.35% | 15.35% | 29.18% | 32.66% | 20.86% | 10.80% | 13.48% | 13.25% | 13.15% | 11.90% | 12.39% | 11.52% | 11.50% |
| Category Rank | 555 / 1,332 | 380 / 1,324 | 303 / 1,307 | 375 / 1,285 | 415 / 1,284 | 428 / 1,188 | 193 / 1,123 | 119 / 1,066 | 177 / 1,004 | 173 / 922 | 152 / 855 | 161 / 770 | 106 / 692 | 93 / 645 |
| Quartile Ranking | 2 | 2 | 1 | 2 | 2 | 2 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| Return % | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 2.05% | 3.09% | 6.20% | 3.03% | -2.45% | 3.98% | 3.90% | 2.09% | -0.06% | 2.49% | 1.97% | 6.48% |
| Benchmark | 1.80% | 3.00% | 6.70% | 3.07% | -2.70% | 4.13% | 3.97% | 2.12% | 0.07% | 2.23% | 2.12% | 6.59% |
11.55% (April 2020)
-8.28% (March 2020)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 23.76% | 20.22% | 8.46% | 13.61% | 3.35% | 24.49% | 15.58% | 27.64% | -12.68% | 23.25% |
| Benchmark | 24.19% | 20.77% | 8.65% | 13.80% | 3.98% | 25.18% | 16.07% | 28.16% | -12.52% | 23.32% |
| Category Average | 16.59% | 10.40% | 6.16% | 13.43% | -2.19% | 22.72% | 13.97% | 23.22% | -14.41% | 18.85% |
| Quartile Ranking | 1 | 1 | 1 | 3 | 2 | 2 | 2 | 1 | 2 | 2 |
| Category Rank | 74/ 553 | 129/ 645 | 166/ 693 | 404/ 770 | 241/ 856 | 435/ 928 | 483/ 1,004 | 173/ 1,069 | 405/ 1,124 | 488/ 1,188 |
27.64% (2021)
-12.68% (2022)
| Name | Percent |
|---|---|
| US Equity | 94.48 |
| International Equity | 5.40 |
| Canadian Equity | 0.12 |
| Name | Percent |
|---|---|
| Technology | 32.63 |
| Financial Services | 12.49 |
| Healthcare | 10.70 |
| Consumer Services | 10.16 |
| Consumer Goods | 6.80 |
| Other | 27.22 |
| Name | Percent |
|---|---|
| North America | 94.60 |
| Asia | 2.79 |
| Europe | 2.53 |
| Latin America | 0.08 |
| Name | Percent |
|---|---|
| Vanguard 500 Index ETF (VOO) | 100.00 |
Vanguard S&P 500 Index ETF
Median
Other - U.S. Equity
| Standard Deviation | 13.66% | 14.17% | 12.82% |
|---|---|---|---|
| Beta | 0.96% | 0.99% | 0.99% |
| Alpha | 0.00% | 0.00% | 0.00% |
| Rsquared | 1.00% | 0.99% | 0.99% |
| Sharpe | 0.81% | 1.00% | 1.05% |
| Sortino | 1.36% | 1.55% | 1.55% |
| Treynor | 0.11% | 0.14% | 0.14% |
| Tax Efficiency | 96.89% | 97.04% | 96.40% |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 8.44% | 13.66% | 14.17% | 12.82% |
| Beta | 0.95% | 0.96% | 0.99% | 0.99% |
| Alpha | 0.01% | 0.00% | 0.00% | 0.00% |
| Rsquared | 1.00% | 1.00% | 0.99% | 0.99% |
| Sharpe | 3.35% | 0.81% | 1.00% | 1.05% |
| Sortino | 10.96% | 1.36% | 1.55% | 1.55% |
| Treynor | 0.30% | 0.11% | 0.14% | 0.14% |
| Tax Efficiency | 98.61% | 96.89% | 97.04% | 96.40% |
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 02, 2012 |
|---|---|
| Instrument Type | Exchange Traded Fund |
| Share Class | Do-It-Yourself |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Quarterly |
| Assets ($mil) | - |
| 52 Week High | $154.62 |
| 52 Week Low | $110.90 |
| Annual Dividend | $1.46 |
| Annual Yield | - |
| Index | S&P 500 (CAD NY Rate) NTR 15% |
| 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 Vanguard S&P 500 Index ETF seeks to track, to the extent reasonably possible and before fees and expenses, the performance of a broad U.S. equity index that measures the investment return of large-capitalization U.S.stocks. Currently, this Vanguard ETF seeks to track the S&P 500 Index (or any successor thereto). It invests directly or indirectly primarily in stocks of U.S. companies.
In order to achieve its investment objective, Vanguard S&P 500 Index ETF employs a "passive management" - or indexing - investment approach designed to track the performance of the S&P 500 Index. This Vanguard ETF invests primarily in a U.S.-domiciled Vanguard Fund that seeks to track the S&P 500 Index. In the alternative or in addition to investing in the Vanguard Fund, this Vanguard ETF may invest its assets directly in the stocks that make up the applicable Index.
| Name | Start Date |
|---|---|
| Christine Franquin | 11-02-2012 |
| Vanguard Investments Canada Inc. | 11-02-2012 |
| Jeffrey Miller | 11-02-2012 |
| Ryan Ludt | 11-02-2012 |
| Fund Manager | Vanguard Investments Canada Inc. |
|---|---|
| Advisor | Vanguard Investments Canada Inc. |
| Custodian | State Street Trust Company Canada |
| Registrar | State Street Trust Company Canada |
| Distributor | - |
| Auditor | PriceWaterhouseCoopers LLP |
| MER | 0.09% |
|---|---|
| Management Fee | 0.08% |
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