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U.S. Equity
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Click for more information on Fundata’s ESG Grade
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2023
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|
NAVPS (12-19-2024) |
$12.48 |
|---|---|
| Change |
-$0.06
(-0.45%)
|
As at November 30, 2024
As at November 30, 2024
As at July 31, 2024
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Inception Return (August 17, 2020): 10.08%
| 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 | 3.59% | 6.67% | 15.70% | 24.37% | 23.92% | 8.19% | 10.93% | 10.56% | - | - | - | - | - | - |
| 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% | 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 | 1,311 / 1,332 | 1,167 / 1,324 | 621 / 1,307 | 993 / 1,285 | 1,179 / 1,284 | 1,176 / 1,188 | 631 / 1,123 | 923 / 1,066 | - | - | - | - | - | - |
| Quartile Ranking | 4 | 4 | 2 | 4 | 4 | 4 | 3 | 4 | - | - | - | - | - | - |
| Return % | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -0.36% | 2.13% | 2.07% | 3.85% | -1.10% | 0.39% | 0.03% | 5.83% | 2.47% | 2.23% | 0.72% | 3.59% |
| 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% |
7.53% (December 2021)
-5.63% (May 2023)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | - | - | - | - | 18.85% | 6.51% | -4.16% |
| 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 | - | - | - | - | - | - | - | 4 | 1 | 4 |
| Category Rank | - | - | - | - | - | - | - | 879/ 1,069 | 16/ 1,124 | 1,186/ 1,188 |
18.85% (2021)
-4.16% (2023)
| Name | Percent |
|---|---|
| US Equity | 94.75 |
| International Equity | 4.01 |
| Cash and Equivalents | 1.23 |
| Other | 0.01 |
| Name | Percent |
|---|---|
| Utilities | 19.75 |
| Healthcare | 16.60 |
| Consumer Goods | 15.53 |
| Financial Services | 11.70 |
| Technology | 9.38 |
| Other | 27.04 |
| Name | Percent |
|---|---|
| North America | 95.99 |
| Europe | 3.08 |
| Latin America | 0.93 |
| Name | Percent |
|---|---|
| BMO Low Volatility US Equity ETF (ZLU) | 99.00 |
| CAD Currency | 0.52 |
| USD Currency | 0.48 |
BMO Low Volatility U.S. Equity ETF Fund Series A
Median
Other - U.S. Equity
| Standard Deviation | 9.54% | - | - |
|---|---|---|---|
| Beta | 0.39% | - | - |
| Alpha | 0.05% | - | - |
| Rsquared | 0.34% | - | - |
| Sharpe | 0.77% | - | - |
| Sortino | 1.52% | - | - |
| Treynor | 0.19% | - | - |
| Tax Efficiency | 89.64% | - | - |
| Volatility |
|
- | - |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 6.92% | 9.54% | - | - |
| Beta | 0.26% | 0.39% | - | - |
| Alpha | 0.13% | 0.05% | - | - |
| Rsquared | 0.11% | 0.34% | - | - |
| Sharpe | 2.51% | 0.77% | - | - |
| Sortino | 12.55% | 1.52% | - | - |
| Treynor | 0.68% | 0.19% | - | - |
| Tax Efficiency | 92.95% | 89.64% | - | - |
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 | August 17, 2020 |
|---|---|
| Instrument Type | Mutual Fund |
| Share Class | Commission Based Advice |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Annual |
| Assets ($mil) | $253 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| BMO109 | ||
| BMO70109 |
This fund’s objective is to provide a return that is similar to the return of one or more exchange traded funds that invest primarily in U.S. equities. The fund may invest all or a portion of its assets in one or more exchange traded funds, invest directly in the underlying securities held by the exchange traded funds and/or use derivatives to provide the fund with a return determined by reference to the exchange traded funds.
These are the strategies the portfolio manager uses to try to achieve the fund’s objective: currently invests up to 100% of the fund’s assets in securities of BMO Low Volatility U.S. Equity ETF; BMO Low Volatility U.S. Equity ETF seeks to provide exposure to the performance of a portfolio of U.S. equities that have lower sensitivity to market movements with the potential for long-term capital appreciation.
| Name | Start Date |
|---|---|
| Chris McHaney | 05-24-2024 |
| Charles-Lucien Myssie | 05-24-2024 |
| Chris Heakes | 05-24-2024 |
| Jimmy Xu | 05-24-2024 |
| Fund Manager | BMO Investments Inc. |
|---|---|
| Advisor | BMO Asset Management Inc. |
| Custodian | State Street Trust Company Canada |
| Registrar | BMO Investments Inc. |
| 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 | 1.40% |
|---|---|
| Management Fee | 1.25% |
| Load | No Load |
| FE Max | - |
| DSC Max | - |
| Trailer Fee Max (FE) | - |
| Trailer Fee Max (DSC) | - |
| Trailer Fee Max (NL) | 1.00% |
| Trailer Fee Max (LL) | - |
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