Join Fund Library now and get free access to personalized features to help you manage your investments.
Global Fixed Income
Click for more information on Fundata’s FundGrade.
Close (05-08-2024) |
$37.43 |
---|---|
Change |
-$0.14
(-0.37%)
|
Open | $37.65 |
---|---|
Day Range | $37.45 - $37.65 |
Volume | 440,161 |
As at April 30, 2024
As at April 30, 2024
Inception Return (February 28, 2017): -1.85%
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 | -4.97% | -5.48% | 6.89% | -6.55% | -12.59% | -8.32% | -8.46% | -13.08% | -4.10% | -1.71% | -2.40% | - | - | - |
Benchmark | -1.24% | -0.84% | 3.25% | -0.82% | -1.71% | 0.82% | -2.84% | -4.40% | -1.60% | -0.34% | -0.68% | 0.25% | 1.14% | 1.72% |
Category Average | -1.81% | 4.66% | 4.66% | -1.96% | 0.22% | -0.11% | -2.45% | -1.17% | -0.25% | 0.21% | 0.13% | 0.58% | 0.74% | 1.00% |
Category Rank | 535 / 543 | 532 / 538 | 15 / 535 | 526 / 536 | 484 / 487 | 418 / 419 | 347 / 348 | 279 / 280 | 245 / 245 | 182 / 202 | 159 / 169 | - | - | - |
Quartile Ranking | 4 | 4 | 1 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | - | - | - |
Return % | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Fund | -2.76% | -2.26% | -2.95% | -0.70% | -7.43% | -3.54% | 7.67% | 6.23% | -1.13% | -1.22% | 0.68% | -4.97% |
Benchmark | -1.74% | -2.61% | -0.13% | 1.51% | -3.16% | 1.33% | 2.61% | 1.46% | 0.01% | 0.00% | 0.40% | -1.24% |
11.69% (August 2019)
-7.62% (October 2022)
Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
---|---|---|---|---|---|---|---|---|---|---|
Fund | - | - | - | - | 6.82% | 8.61% | 14.88% | -5.48% | -26.55% | 0.66% |
Benchmark | 10.42% | 16.63% | -1.36% | -0.08% | 7.82% | 1.45% | 7.03% | -6.05% | -10.83% | 2.72% |
Category Average | 4.74% | 2.92% | 2.08% | 2.75% | -0.04% | 5.49% | 5.94% | -1.81% | -10.70% | 5.33% |
Quartile Ranking | - | - | - | - | 1 | 1 | 1 | 4 | 4 | 4 |
Category Rank | - | - | - | - | 12/ 192 | 21/ 235 | 1/ 269 | 261/ 325 | 391/ 392 | 469/ 472 |
14.88% (2020)
-26.55% (2022)
Name | Percent |
---|---|
Foreign Government Bonds | 99.83 |
Cash and Equivalents | 0.17 |
Name | Percent |
---|---|
Fixed Income | 99.83 |
Cash and Cash Equivalent | 0.17 |
Name | Percent |
---|---|
North America | 100.00 |
Name | Percent |
---|---|
United States Treasury 4.75% 15-Nov-2053 | 5.36 |
United States Treasury 4.13% 15-Aug-2053 | 4.55 |
United States Treasury 4.25% 15-Feb-2054 | 4.31 |
United States Treasury 4.00% 15-Nov-2052 | 4.08 |
United States Treasury 3.63% 15-May-2053 | 3.80 |
United States Treasury 3.63% 15-Feb-2053 | 3.77 |
United States Treasury 2.38% 15-May-2051 | 3.75 |
United States Treasury 2.88% 15-May-2052 | 3.47 |
United States Treasury 2.00% 15-Aug-2051 | 3.36 |
United States Treasury 3.00% 15-Aug-2052 | 3.34 |
BMO Long-Term US Treasury Bond Index ETF - CAD Units
Median
Other - Global Fixed Income
Standard Deviation | 14.56% | 16.48% | - |
---|---|---|---|
Beta | 1.70% | 2.08% | - |
Alpha | -0.03% | 0.00% | - |
Rsquared | 0.67% | 0.76% | - |
Sharpe | -0.72% | -0.29% | - |
Sortino | -0.96% | -0.52% | - |
Treynor | -0.06% | -0.02% | - |
Tax Efficiency | - | - | - |
Volatility | - |
Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
---|---|---|---|---|
Standard Deviation | 14.86% | 14.56% | 16.48% | - |
Beta | 1.83% | 1.70% | 2.08% | - |
Alpha | -0.10% | -0.03% | 0.00% | - |
Rsquared | 0.57% | 0.67% | 0.76% | - |
Sharpe | -1.16% | -0.72% | -0.29% | - |
Sortino | -1.34% | -0.96% | -0.52% | - |
Treynor | -0.09% | -0.06% | -0.02% | - |
Tax Efficiency | - | - | - | - |
Start Date | February 28, 2017 |
---|---|
Instrument Type | Exchange Traded Fund |
Share Class | Do-It-Yourself |
Legal Status | Trust |
Sales Status | - |
Currency | CAD |
Distribution Frequency | Quarterly |
Assets ($mil) | $201 |
52 Week High | $42.88 |
52 Week Low | $34.00 |
Annual Dividend | $1.35 |
Annual Yield | - |
Index | Bloomberg Barclays U.S. Treasury 20+ Year Index |
Shares Outstanding | - |
Registered Plan Eligible | Yes |
Exposure | - |
---|---|
Asset Class High | - |
Asset Class Medium | - |
Asset Class Low | - |
Leveraged | - |
Inverse | - |
Advisor Series | - |
Covered Call Strategy | No |
BMO Long-Term US Treasury Bond Index ETF seeks to replicate, to the extent possible, the performance of a long-term U.S. treasury bond index, net of expenses. Currently, BMO Long-Term US Treasury Bond Index ETF seeks to replicate the performance of the Bloomberg Barclays U.S. Long Treasury Bond Index.
-
Name | Start Date |
---|---|
BMO Asset Management Inc. | 02-28-2017 |
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 |
MER | 0.23% |
---|---|
Management Fee | 0.20% |
Join Fund Library now and get free access to personalized features to help you manage your investments.