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U.S. Equity
Click for more information on Fundata’s ESG Grade
Click for more information on Fundata’s ESG Grade.
|
NAVPS (12-24-2024) |
$34.96 |
|---|---|
| Change |
$0.38
(1.10%)
|
As at November 30, 2024
As at November 30, 2024
As at July 31, 2024
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Inception Return (September 30, 1998): 7.37%
| 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 | 5.77% | 6.83% | 14.37% | 26.68% | 32.26% | 21.90% | 10.05% | 13.91% | 14.27% | 14.31% | 12.92% | 13.90% | 13.05% | 11.81% |
| Benchmark | 5.87% | 7.15% | 15.07% | 28.07% | 33.89% | 23.46% | 11.44% | 15.35% | 15.77% | 15.82% | 14.41% | 15.43% | 14.59% | 13.35% |
| Category Average | 6.29% | 9.31% | 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 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Quartile Ranking | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Return % | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 4.40% | 1.60% | 5.23% | 3.11% | -4.17% | 4.85% | 3.49% | 1.10% | 2.32% | 2.03% | -1.00% | 5.77% |
| Benchmark | 4.54% | 1.68% | 5.34% | 3.22% | -4.08% | 4.96% | 3.59% | 1.22% | 2.43% | 2.14% | -0.91% | 5.87% |
12.59% (April 2020)
-16.46% (October 2008)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 11.92% | -0.09% | 10.30% | 20.04% | -5.57% | 29.60% | 16.64% | 27.12% | -19.09% | 24.60% |
| Benchmark | 13.69% | 1.38% | 11.96% | 21.83% | -4.38% | 31.49% | 18.40% | 28.71% | -18.11% | 26.29% |
| Category Average | 16.59% | 10.40% | 6.16% | 13.43% | -2.19% | 22.72% | 13.97% | 23.22% | -14.41% | 18.85% |
| Quartile Ranking | - | - | - | - | - | - | - | - | - | - |
| Category Rank | - | - | - | - | - | - | - | - | - | - |
29.60% (2019)
-19.09% (2022)
| Name | Percent |
|---|---|
| US Equity | 96.77 |
| International Equity | 2.81 |
| Cash and Equivalents | 0.35 |
| Canadian Equity | 0.07 |
| Name | Percent |
|---|---|
| Technology | 37.33 |
| Financial Services | 13.10 |
| Consumer Services | 10.46 |
| Healthcare | 10.22 |
| Consumer Goods | 6.94 |
| Other | 21.95 |
| Name | Percent |
|---|---|
| North America | 97.19 |
| Europe | 2.63 |
| Latin America | 0.10 |
| Other | 0.08 |
| Name | Percent |
|---|---|
| BMO S&P 500 Index ETF U$ (ZSP.U) | 99.67 |
| USD Currency | 0.33 |
| CAD Currency | 0.00 |
BMO U.S. Dollar Equity Index Fund Series A
Median
Other - U.S. Equity
| Standard Deviation | 17.38% | 18.10% | 15.26% |
|---|---|---|---|
| Beta | 1.17% | 1.20% | 1.03% |
| Alpha | -0.06% | -0.05% | -0.03% |
| Rsquared | 0.91% | 0.90% | 0.75% |
| Sharpe | 0.43% | 0.70% | 0.71% |
| Sortino | 0.69% | 1.02% | 0.93% |
| Treynor | 0.06% | 0.11% | 0.10% |
| Tax Efficiency | 98.55% | 98.63% | 98.24% |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 9.81% | 17.38% | 18.10% | 15.26% |
| Beta | 0.91% | 1.17% | 1.20% | 1.03% |
| Alpha | -0.01% | -0.06% | -0.05% | -0.03% |
| Rsquared | 0.68% | 0.91% | 0.90% | 0.75% |
| Sharpe | 2.47% | 0.43% | 0.70% | 0.71% |
| Sortino | 5.61% | 0.69% | 1.02% | 0.93% |
| Treynor | 0.27% | 0.06% | 0.11% | 0.10% |
| Tax Efficiency | 99.39% | 98.55% | 98.63% | 98.24% |
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 | September 30, 1998 |
|---|---|
| Instrument Type | Mutual Fund |
| Share Class | Commission Based Advice |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | USD |
| Distribution Frequency | Annual |
| Assets ($mil) | $223 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| BMO70803 | ||
| BMO803 |
The fund’s objective is to provide a return that is similar to the return of the Standard & Poor’s 500 Total Return Index (“S&P 500 Index”). The fund may invest all or a portion of its assets in one or more exchange traded funds, invest directly in the underlying securities represented in the S&P 500 Index or use derivatives such as options, futures, and forward contracts that are based on the S&P 500 Index.
These are the strategies the portfolio manager uses to try to achieve the fund’s objective: the S&P 500 Index is a market-capitalization-weighted index that is designed to represent the returns of large-capitalization U.S. stocks. Allocates assets among the exchange traded fund and/or underlying securities based on a determination of the most effective manner to achieve the fund’s objectives, while attempting to minimize transaction costs and fees.
| Name | Start Date |
|---|---|
| Raymond Chan | 04-23-2024 |
| Matthew Montemurro | 05-24-2024 |
| Mirza Shakir | 05-24-2024 |
| Fund Manager | BMO Investments Inc. |
|---|---|
| Advisor | BMO Asset Management Inc. |
| Custodian | State Street Trust Company Canada |
| Registrar | State Street Trust Company Canada |
| Distributor | BMO Investments Inc. |
| Auditor | PriceWaterhouseCoopers LLP |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | Yes |
| PAC Initial Investment | 50 |
| PAC Subsequent | 50 |
| SWP Allowed | Yes |
| SWP Min Balance | 10,000 |
| SWP Min Withdrawal | 100 |
| MER | 0.98% |
|---|---|
| Management Fee | 0.80% |
| Load | No Load |
| FE Max | - |
| DSC Max | - |
| Trailer Fee Max (FE) | - |
| Trailer Fee Max (DSC) | - |
| Trailer Fee Max (NL) | 0.50% |
| Trailer Fee Max (LL) | - |
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