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Sector Equity
Click for more information on Fundata’s ESG Grade
Click for more information on Fundata’s ESG Grade.
|
Close (05-03-2024) |
$22.34 |
|---|---|
| Change |
$0.16
(0.72%)
|
| Open | - |
|---|---|
| Day Range | - - - |
| Volume | 0 |
As at March 31, 2024
As at March 31, 2024
As at February 29, 2024
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Inception Return (October 30, 2014): 2.78%
| 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 | 1.05% | 12.34% | 28.02% | 12.34% | 38.79% | 8.58% | 0.30% | 2.15% | 0.31% | 0.73% | 0.47% | 0.87% | 1.51% | - |
| Benchmark | 4.14% | 6.62% | 15.26% | 6.62% | 13.96% | 3.95% | 9.11% | 16.99% | 9.96% | 9.65% | 8.48% | 9.70% | 7.76% | 7.67% |
| Category Average | 1.75% | 21.53% | 21.53% | 10.46% | 26.42% | 7.93% | 5.18% | 15.21% | 11.07% | 11.30% | 11.63% | 12.17% | 10.44% | 11.78% |
| Category Rank | 147 / 198 | 57 / 197 | 51 / 193 | 57 / 197 | 52 / 177 | 64 / 159 | 119 / 144 | 131 / 138 | 117 / 127 | 113 / 119 | 92 / 94 | 93 / 94 | 86 / 87 | - |
| Quartile Ranking | 3 | 2 | 2 | 2 | 2 | 2 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | - |
| Return % | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -3.53% | 10.08% | 1.72% | 6.06% | 0.00% | -5.37% | -2.25% | 9.83% | 6.15% | 4.09% | 6.80% | 1.05% |
| Benchmark | 2.90% | -4.95% | 3.36% | 2.58% | -1.37% | -3.33% | -3.21% | 7.48% | 3.91% | 0.55% | 1.82% | 4.14% |
12.69% (January 2023)
-15.34% (April 2022)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | 16.23% | 1.08% | 0.13% | -4.57% | 14.49% | 2.11% | -4.23% | -41.79% | 47.99% |
| Benchmark | 10.55% | -8.32% | 21.08% | 9.10% | -8.89% | 22.88% | 5.60% | 25.09% | -5.84% | 11.75% |
| Category Average | 17.30% | 16.21% | -0.43% | 20.39% | 1.55% | 22.37% | 29.99% | 15.34% | -25.24% | 26.53% |
| Quartile Ranking | - | 3 | 3 | 4 | 4 | 4 | 4 | 4 | 4 | 1 |
| Category Rank | - | 52/ 87 | 57/ 94 | 92/ 94 | 94/ 114 | 100/ 125 | 130/ 135 | 131/ 140 | 132/ 157 | 34/ 168 |
47.99% (2023)
-41.79% (2022)
| Name | Percent |
|---|---|
| US Equity | 99.82 |
| Cash and Equivalents | 0.20 |
| Other | -0.02 |
| Name | Percent |
|---|---|
| Technology | 71.80 |
| Consumer Services | 19.53 |
| Financial Services | 4.27 |
| Healthcare | 2.95 |
| Consumer Goods | 1.28 |
| Other | 0.17 |
| Name | Percent |
|---|---|
| North America | 100.00 |
| Name | Percent |
|---|---|
| First Trust Dow Jones Internet Index ETF (FDN) | 99.97 |
| CANADIAN DOLLAR | 0.02 |
| Cash and Cash Equivalents | 0.01 |
| US DOLLAR | 0.00 |
First Trust Dow Jones Internet ETF Units
Median
Other - Sector Equity
| Standard Deviation | 23.25% | 20.00% | - |
|---|---|---|---|
| Beta | 0.94% | 0.65% | - |
| Alpha | -0.06% | -0.05% | - |
| Rsquared | 0.29% | 0.26% | - |
| Sharpe | 0.01% | 0.02% | - |
| Sortino | 0.00% | -0.05% | - |
| Treynor | 0.00% | 0.01% | - |
| Tax Efficiency | 34.69% | - | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 17.67% | 23.25% | 20.00% | - |
| Beta | 0.42% | 0.94% | 0.65% | - |
| Alpha | 0.29% | -0.06% | -0.05% | - |
| Rsquared | 0.09% | 0.29% | 0.26% | - |
| Sharpe | 1.69% | 0.01% | 0.02% | - |
| Sortino | 4.38% | 0.00% | -0.05% | - |
| Treynor | 0.71% | 0.00% | 0.01% | - |
| Tax Efficiency | 100.00% | 34.69% | - | - |
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 30, 2014 |
|---|---|
| Instrument Type | Exchange Traded Fund |
| Share Class | Do-It-Yourself |
| Legal Status | Trust |
| Sales Status | - |
| Currency | CAD |
| Distribution Frequency | Quarterly |
| Assets ($mil) | - |
| 52 Week High | $23.12 |
| 52 Week Low | $15.25 |
| Annual Dividend | - |
| Annual Yield | - |
| Index | StrataQuant® Consumer Staples Index |
| Shares Outstanding | - |
| Registered Plan Eligible | Yes |
| Exposure | 1x performance |
|---|---|
| Asset Class High | - |
| Asset Class Medium | - |
| Asset Class Low | - |
| Leveraged | - |
| Inverse | - |
| Advisor Series | - |
| Covered Call Strategy | No |
The Fund will seek to replicate, to the extent possible, the performance of an index of U.S. companies involved in the internet industry, initially the Dow Jones Internet Composite Index.
-
| Name | Start Date |
|---|---|
| First Trust Advisors LP | 10-30-2014 |
| Fund Manager | FT Portfolios Canada Co. |
|---|---|
| Advisor | First Trust Advisors LP |
| Custodian | CIBC Mellon Trust Company |
| Registrar | TSX Trust Company |
| Distributor | - |
| Auditor | Deloitte LLP |
| MER | 0.69% |
|---|---|
| Management Fee | 0.70% |
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