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Canadian Equity
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2023, 2022, 2021, 2020, 2019
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|
NAVPS (12-20-2024) |
$47.53 |
|---|---|
| Change |
$0.16
(0.33%)
|
As at November 30, 2024
As at November 30, 2024
As at July 31, 2024
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Inception Return (October 20, 2011): 12.20%
| 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 | 2.25% | 4.10% | 13.44% | 18.52% | 23.15% | 12.60% | 10.54% | 11.98% | 9.67% | 11.30% | 9.65% | 10.09% | 9.92% | 9.77% |
| Benchmark | 6.37% | 10.66% | 16.91% | 25.77% | 30.69% | 15.61% | 10.90% | 13.91% | 11.92% | 12.54% | 10.25% | 10.17% | 10.75% | 8.96% |
| Category Average | 5.35% | 8.49% | 14.17% | 21.52% | 25.96% | 13.04% | 9.68% | 12.40% | 10.12% | 10.55% | 8.40% | 8.32% | 8.64% | 7.35% |
| Category Rank | 735 / 742 | 716 / 727 | 519 / 722 | 634 / 716 | 616 / 716 | 492 / 690 | 267 / 645 | 393 / 583 | 389 / 549 | 257 / 513 | 159 / 477 | 105 / 452 | 157 / 408 | 44 / 380 |
| Quartile Ranking | 4 | 4 | 3 | 4 | 4 | 3 | 2 | 3 | 3 | 3 | 2 | 1 | 2 | 1 |
| Return % | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 3.91% | 0.93% | 1.64% | 1.37% | -1.77% | 2.28% | 0.34% | 6.48% | 1.99% | 3.15% | -1.30% | 2.25% |
| Benchmark | 3.91% | 0.55% | 1.82% | 4.14% | -1.82% | 2.77% | -1.42% | 5.87% | 1.22% | 3.15% | 0.85% | 6.37% |
9.30% (November 2020)
-14.36% (March 2020)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 28.54% | 2.67% | 13.04% | 11.09% | -2.78% | 21.83% | 1.62% | 22.88% | -0.37% | 9.39% |
| 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 | 1 | 1 | 4 | 1 | 1 | 2 | 3 | 3 | 1 | 3 |
| Category Rank | 1/ 348 | 6/ 381 | 340/ 409 | 26/ 452 | 22/ 478 | 176/ 523 | 335/ 549 | 375/ 584 | 81/ 651 | 446/ 690 |
28.54% (2014)
-2.78% (2018)
| Name | Percent |
|---|---|
| Canadian Equity | 91.89 |
| Income Trust Units | 7.34 |
| Cash and Equivalents | 0.77 |
| Name | Percent |
|---|---|
| Consumer Services | 23.12 |
| Financial Services | 22.73 |
| Utilities | 13.48 |
| Telecommunications | 9.65 |
| Real Estate | 8.23 |
| Other | 22.79 |
| Name | Percent |
|---|---|
| North America | 98.74 |
| Latin America | 1.26 |
| Name | Percent |
|---|---|
| Metro Inc | 3.87 |
| Empire Co Ltd Cl A | 3.66 |
| Loblaw Cos Ltd | 3.57 |
| Waste Connections Inc | 3.42 |
| Hydro One Ltd | 3.10 |
| Thomson Reuters Corp | 3.09 |
| TMX Group Ltd | 3.04 |
| Fortis Inc | 3.03 |
| CGI Inc Cl A | 2.83 |
| BCE Inc | 2.70 |
BMO Low Volatility Canadian Equity ETF
Median
Other - Canadian Equity
| Standard Deviation | 10.06% | 12.77% | 10.36% |
|---|---|---|---|
| Beta | 0.65% | 0.72% | 0.68% |
| Alpha | 0.03% | 0.01% | 0.03% |
| Rsquared | 0.79% | 0.80% | 0.71% |
| Sharpe | 0.70% | 0.61% | 0.80% |
| Sortino | 1.33% | 0.82% | 1.02% |
| Treynor | 0.11% | 0.11% | 0.12% |
| Tax Efficiency | 90.11% | 89.20% | 89.47% |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 7.68% | 10.06% | 12.77% | 10.36% |
| Beta | 0.66% | 0.65% | 0.72% | 0.68% |
| Alpha | 0.03% | 0.03% | 0.01% | 0.03% |
| Rsquared | 0.59% | 0.79% | 0.80% | 0.71% |
| Sharpe | 2.18% | 0.70% | 0.61% | 0.80% |
| Sortino | 7.19% | 1.33% | 0.82% | 1.02% |
| Treynor | 0.25% | 0.11% | 0.11% | 0.12% |
| Tax Efficiency | 95.25% | 90.11% | 89.20% | 89.47% |
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 | October 20, 2011 |
|---|---|
| Instrument Type | Exchange Traded Fund |
| Share Class | Do-It-Yourself |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Quarterly |
| Assets ($mil) | $4,070 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| N/A | ||
BMO Low Volatility Canadian Equity ETF has been designed to provide exposure to a low beta weighted portfolio of Canadian stocks. Beta measures the security's sensitivity to market movements.
ZLB utilizes a rules based methodology to select the least market sensitive stocks based on five year beta. The 40 lowest beta stocks from the 100 largest and most liquid securities in Canada are selected. The underlying portfolio is rebalanced in June and reconstituted in December.
| Name | Start Date |
|---|---|
| BMO Asset Management Inc. | 10-20-2011 |
| 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 | 0.40% |
|---|---|
| Management Fee | 0.35% |
| 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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