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Canadian Equity
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Click for more information on Fundata’s ESG Grade
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|
NAVPS (11-20-2024) |
$35.59 |
|---|---|
| Change |
$0.09
(0.25%)
|
As at October 31, 2024
As at September 30, 2024
As at July 31, 2024
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Inception Return (January 18, 2019): 8.80%
| 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 | -0.97% | 3.91% | 12.57% | 15.21% | 27.76% | 10.87% | 7.10% | 13.16% | 7.64% | - | - | - | - | - |
| 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% | 3.53% | 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 | 700 / 737 | 368 / 721 | 218 / 714 | 457 / 710 | 424 / 709 | 599 / 683 | 366 / 635 | 397 / 577 | 495 / 543 | - | - | - | - | - |
| Quartile Ranking | 4 | 3 | 2 | 3 | 3 | 4 | 3 | 3 | 4 | - | - | - | - | - |
| Return % | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 5.94% | 4.68% | 0.85% | 2.40% | 1.91% | -2.75% | 2.82% | -0.47% | 5.86% | 1.89% | 2.98% | -0.97% |
| 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% |
10.21% (November 2020)
-16.56% (March 2020)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | - | - | - | -4.21% | 24.36% | -1.54% | 5.52% |
| 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 | 3 | 1 | 4 |
| Category Rank | - | - | - | - | - | - | 501/ 544 | 290/ 579 | 120/ 646 | 651/ 684 |
24.36% (2021)
-4.21% (2020)
| Name | Percent |
|---|---|
| Canadian Equity | 91.47 |
| Income Trust Units | 7.89 |
| Cash and Equivalents | 0.63 |
| Other | 0.01 |
| Name | Percent |
|---|---|
| Financial Services | 27.43 |
| Industrial Services | 12.58 |
| Real Estate | 11.01 |
| Energy | 10.71 |
| Consumer Services | 10.39 |
| Other | 27.88 |
| Name | Percent |
|---|---|
| North America | 99.99 |
| Other | 0.01 |
| Name | Percent |
|---|---|
| Royal Bank of Canada | - |
| Canadian Pacific Railway Ltd | - |
| Toronto-Dominion Bank | - |
| Loblaw Cos Ltd | - |
| Canadian National Railway Co | - |
| Fortis Inc | - |
| Metro Inc | - |
| George Weston Ltd | - |
| Emera Inc | - |
| Hydro One Ltd | - |
Fidelity Canadian Low Volatility ETF
Median
Other - Canadian Equity
| Standard Deviation | 11.74% | 13.96% | - |
|---|---|---|---|
| Beta | 0.84% | 0.85% | - |
| Alpha | 0.00% | -0.02% | - |
| Rsquared | 0.91% | 0.91% | - |
| Sharpe | 0.35% | 0.44% | - |
| Sortino | 0.61% | 0.53% | - |
| Treynor | 0.05% | 0.07% | - |
| Tax Efficiency | 85.70% | - | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 9.23% | 11.74% | 13.96% | - |
| Beta | 0.89% | 0.84% | 0.85% | - |
| Alpha | 0.00% | 0.00% | -0.02% | - |
| Rsquared | 0.85% | 0.91% | 0.91% | - |
| Sharpe | 2.22% | 0.35% | 0.44% | - |
| Sortino | 6.67% | 0.61% | 0.53% | - |
| Treynor | 0.23% | 0.05% | 0.07% | - |
| Tax Efficiency | 96.07% | 85.70% | - | - |
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 18, 2019 |
|---|---|
| Instrument Type | Exchange Traded Fund |
| Share Class | Do-It-Yourself |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Quarterly |
| Assets ($mil) | $160 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| N/A | ||
Fidelity Canadian Low Volatility Index ETF seeks to replicate, to the extent reasonably possible and before fees and expenses, the performance of the Fidelity Canada Canadian Low Volatility Index. This Fidelity ETF invests primarily in equity securities of large and mid-capitalization Canadian companies with lower volatility than the broader Canadian equity market.
In order to achieve its investment objective, Fidelity Canadian Low Volatility Index ETF normally invests its assets in the Constituent Securities of the Fidelity Canada Canadian Low Volatility Index.
| Name | Start Date |
|---|---|
| Fidelity Investments Canada ULC | 01-18-2019 |
| Geode Capital Management, LLC | 06-19-2020 |
| Fund Manager | Fidelity Investments Canada ULC |
|---|---|
| Advisor | Fidelity Investments Canada ULC |
| 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 | 0.39% |
|---|---|
| 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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