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Global Neutral Balanced
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Click for more information on Fundata’s ESG Grade
Click for more information on Fundata’s ESG Grade.
|
NAVPS (11-21-2024) |
$37.95 |
|---|---|
| Change |
$0.08
(0.20%)
|
As at October 31, 2024
As at October 31, 2024
As at July 31, 2024
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Inception Return (January 16, 2020): 6.96%
| 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 | -0.27% | 2.45% | 9.37% | 13.00% | 24.14% | 15.16% | 5.07% | 8.24% | - | - | - | - | - | - |
| Benchmark | 0.21% | 2.39% | 9.50% | 14.01% | 22.16% | 14.87% | 4.91% | 6.20% | 6.36% | 7.25% | 6.28% | 6.58% | 6.60% | 7.43% |
| Category Average | -0.44% | 1.91% | 7.82% | 10.43% | 19.47% | 11.21% | 3.06% | 6.10% | 5.22% | 5.85% | 4.75% | 5.15% | 5.03% | 4.93% |
| Category Rank | 948 / 1,711 | 417 / 1,709 | 208 / 1,686 | 332 / 1,675 | 91 / 1,664 | 77 / 1,614 | 288 / 1,477 | 204 / 1,341 | - | - | - | - | - | - |
| Quartile Ranking | 3 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | - | - | - | - | - | - |
| Return % | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 6.67% | 2.99% | 0.88% | 2.58% | 2.14% | -2.26% | 2.72% | 1.36% | 2.53% | 0.47% | 2.25% | -0.27% |
| Benchmark | 5.00% | 2.05% | 0.78% | 3.10% | 1.80% | -1.57% | 1.73% | 1.79% | 3.28% | -0.07% | 2.25% | 0.21% |
6.96% (April 2020)
-7.25% (March 2020)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | - | - | - | - | 12.81% | -13.29% | 15.13% |
| Benchmark | 12.44% | 17.05% | 2.39% | 8.66% | 2.68% | 12.26% | 11.12% | 6.48% | -11.62% | 11.69% |
| Category Average | 7.77% | 2.99% | 5.05% | 7.69% | -3.99% | 13.52% | 7.16% | 9.69% | -11.26% | 9.53% |
| Quartile Ranking | - | - | - | - | - | - | - | 1 | 4 | 1 |
| Category Rank | - | - | - | - | - | - | - | 219/ 1,367 | 1,209/ 1,504 | 39/ 1,622 |
15.13% (2023)
-13.29% (2022)
| Name | Percent |
|---|---|
| US Equity | 32.27 |
| Canadian Government Bonds | 24.07 |
| Canadian Equity | 15.38 |
| International Equity | 13.29 |
| Canadian Corporate Bonds | 9.88 |
| Other | 5.11 |
| Name | Percent |
|---|---|
| Fixed Income | 38.66 |
| Technology | 16.99 |
| Financial Services | 12.25 |
| Healthcare | 5.39 |
| Consumer Goods | 4.77 |
| Other | 21.94 |
| Name | Percent |
|---|---|
| North America | 86.57 |
| Europe | 9.06 |
| Asia | 4.11 |
| Latin America | 0.17 |
| Other | 0.09 |
| Name | Percent |
|---|---|
| BMO MSCI USA ESG Leaders Index ETF (ESGY) | 33.70 |
| BMO Government Bond Index ETF (ZGB) | 24.27 |
| BMO MSCI Canada ESG Leaders Index ETF (ESGA) | 15.38 |
| BMO MSCI EAFE ESG Leaders Index ETF (ESGE) | 11.97 |
| BMO ESG Corporate Bond Index ETF (ESGB) | 9.81 |
| BMO ESG US Corporate Bond Hgd C$ Index ETF (ESGF) | 4.77 |
| CANADIAN DOLLAR | 0.11 |
BMO Balanced ESG ETF
Median
Other - Global Neutral Balanced
| Standard Deviation | 10.42% | - | - |
|---|---|---|---|
| Beta | 1.11% | - | - |
| Alpha | 0.00% | - | - |
| Rsquared | 0.92% | - | - |
| Sharpe | 0.19% | - | - |
| Sortino | 0.36% | - | - |
| Treynor | 0.02% | - | - |
| Tax Efficiency | 82.84% | - | - |
| Volatility |
|
- | - |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 7.46% | 10.42% | - | - |
| Beta | 1.18% | 1.11% | - | - |
| Alpha | -0.02% | 0.00% | - | - |
| Rsquared | 0.89% | 0.92% | - | - |
| Sharpe | 2.34% | 0.19% | - | - |
| Sortino | 7.44% | 0.36% | - | - |
| Treynor | 0.15% | 0.02% | - | - |
| Tax Efficiency | 96.03% | 82.84% | - | - |
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 | January 16, 2020 |
|---|---|
| Instrument Type | Exchange Traded Fund (Responsible Investment) |
| Share Class | Do-It-Yourself |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Quarterly |
| Assets ($mil) | $69 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| N/A | ||
BMO Balanced ESG seeks to provide a balance of income and potential for long-term capital appreciation, primarily by investing in ETFs that provide exposure to a diversified portfolio of global equity and fixed income securities with ESG ratings higher than their peers.
BMO Balanced ESG ETF will employ a strategic asset allocation strategy and is expected to primarily invest in other BMO ETFs. The BMO ETF’s asset class weightings will be approximately 60% in equity securities and 40% in fixed income securities. The Underlying Funds will be selected based on ESG ratings assigned by MSCI ESG Research LLC (“MSCI ESG”).
| Name | Start Date |
|---|---|
| Sadiq S. Adatia, CFA | 10-06-2021 |
| 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 |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | No |
| PAC Initial Investment | - |
| PAC Subsequent | - |
| SWP Allowed | No |
| SWP Min Balance | - |
| SWP Min Withdrawal | - |
| MER | 0.20% |
|---|---|
| Management Fee | 0.18% |
| Load | No Load |
| FE Max | - |
| DSC Max | - |
| Trailer Fee Max (FE) | - |
| Trailer Fee Max (DSC) | - |
| Trailer Fee Max (NL) | - |
| Trailer Fee Max (LL) | - |
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