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BMO US Equity Buffer Hedged to CAD ETF – October (ZOCT : NEO)

U.S. Equity

Fundata ESG GradeB Click for more information on Fundata’s ESG Grade

Fundata ESG Grade B

Click for more information on Fundata’s ESG Grade.

Close
(12-06-2024)
$33.65
Change
$0.09 (0.27%)
Open $33.89
Day Range $33.89 - $33.91
Volume 300

As at October 31, 2024

As at October 31, 2024

As at July 31, 2024

Period
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Legend

BMO US Equity Buffer Hedged to CAD ETF – October

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Fund Returns

Inception Return (September 29, 2023): 9.60%

Fund Returns
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 -0.85% 0.21% 2.69% 5.61% 11.36% - - - - - - - - -
Benchmark 2.12% 4.47% 15.49% 27.28% 38.46% 24.49% 13.41% 17.99% 16.57% 16.22% 15.22% 15.67% 14.69% 15.41%
Category Average 1.03% 12.39% 12.39% 21.53% 33.67% 20.00% 8.67% 14.23% 12.72% 12.44% 11.35% 12.06% 10.95% 11.17%
Category Rank 1,173 / 1,330 1,294 / 1,314 1,301 / 1,302 1,283 / 1,285 1,279 / 1,279 - - - - - - - - -
Quartile Ranking 4 4 4 4 4 - - - - - - - - -

Monthly Return

Monthly Return
Return % Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Fund 3.93% 1.45% 0.80% 1.16% 0.94% -0.09% 1.67% 0.06% 0.73% 0.57% 0.50% -0.85%
Benchmark 6.86% 1.80% 3.00% 6.70% 3.07% -2.70% 4.13% 3.97% 2.12% 0.07% 2.23% 2.12%

Best Monthly Return Since Inception

3.93% (November 2023)

Worst Monthly Return Since Inception

-0.85% (October 2024)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund - - - - - - - - - -
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 - - - - - - - - - -
Category Rank - - - - - - - - - -

Best Calendar Return (Last 10 years)

-

Worst Calendar Return (Last 10 years)

-

Asset Allocation

Asset Allocation
Name Percent
US Equity 99.53
International Equity 2.93
Canadian Equity 0.06
Cash and Equivalents -2.52

Sector Allocation

Sector Allocation
Name Percent
Technology 38.94
Financial Services 13.02
Healthcare 11.14
Consumer Services 10.34
Consumer Goods 6.73
Other 19.83

Geographic Allocation

Geographic Allocation
Name Percent
North America 96.65
Europe 2.75
Latin America 0.11
Other 0.49

Top Holdings

Top Holdings
Name Percent
BMO S&P 500 Hedged to CAD Index ETF (ZUE) 99.36
527934615 BMOMOOTC PUT CAD 79.54 20250930 5.41
BMO Money Market Fund ETF Series (ZMMK) 0.19
CANADIAN DOLLAR 0.01
527934619 BMOMOOTC PUT CAD 67.61 20250930 -2.20
527934628 BMOMOOTC CALL CAD 85.9 20250930 -2.78

Equity Style

Market capitalization is large. Equity style is growth.

Fixed Income Style

Fixed income style data not available

Risk vs Return (3 Yr)

3 Yr Annualized

Standard Deviation - - -
Beta - - -
Alpha - - -
Rsquared - - -
Sharpe - - -
Sortino - - -
Treynor - - -
Tax Efficiency - - -
Volatility - - -

Risk Rating

Rating  out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 4.07% - - -
Beta 0.28% - - -
Alpha 0.02% - - -
Rsquared 0.38% - - -
Sharpe 1.53% - - -
Sortino 6.76% - - -
Treynor 0.23% - - -
Tax Efficiency - - - -

Fundata ESG Metrics

Fundata ESG Score

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.

Fundata E Score

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.

Fundata S Score

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.

Fundata G Score

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.

Fund Details

Start Date September 29, 2023
Instrument Type Exchange Traded Fund
Share Class Do-It-Yourself
Legal Status Trust
Sales Status -
Currency CAD
Distribution Frequency Quarterly
Assets ($mil) $33
52 Week High $33.91
52 Week Low $30.48
Annual Dividend $0.55
Annual Yield -
Index -
Shares Outstanding -
Registered Plan Eligible Yes

ETF Characteristics

Exposure -
Asset Class High -
Asset Class Medium -
Asset Class Low -
Leveraged -
Inverse -
Advisor Series -
Covered Call Strategy No

Investment Objectives

BMO US Equity Buffer Hedged to CAD ETF – October seeks to provide unitholders with income and appreciation (before fees, expenses and taxes) that matches to the extent possible the return of an index designed to measure the large-cap segment of the US equity market (the “Reference Index”) up to a cap (before fees, expenses and taxes), while providing a buffer against the first 15% (before fees, expenses and taxes) of a decrease in the market price of the Reference Index.

Investment Strategy

BMO US Equity Buffer Hedged to CAD ETF – October seeks to provide unitholders with income and appreciation (before fees, expenses and taxes) that matches to the extent possible the return of a Reference Index designed to measure the large-cap segment of the US equity market (the “Reference Index”) up to a cap (before fees, expenses and taxes), while providing a buffer against the first 15% (before fees, expenses and taxes) of a decrease in the market price of the Reference Index.

Portfolio Manager(s)

Name Start Date
BMO Global Asset Management 08-24-2023

Management and Organization

Fund Manager BMO Global Asset Management
Advisor BMO Global Asset Management
Custodian -
Registrar -
Distributor -
Auditor -

Fees

MER 0.73%
Management Fee 0.65%

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