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Global Neutral Balanced
Click for more information on Fundata’s FundGrade.
NAVPS (06-14-2024) |
$4.68 |
---|---|
Change |
-$0.01
(-0.19%)
|
As at May 31, 2024
As at May 31, 2024
Inception Return (October 12, 2004): 3.62%
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 | 2.55% | 1.53% | 8.32% | 3.01% | 10.29% | 1.19% | -0.10% | 4.50% | 2.95% | 2.97% | 3.30% | 3.82% | 3.49% | 3.59% |
Benchmark | 2.55% | 1.44% | 7.65% | 2.73% | 12.31% | 5.14% | -0.23% | 5.27% | 5.44% | 4.64% | 5.06% | 5.66% | 4.97% | 4.54% |
Category Average | 2.20% | 7.71% | 7.71% | 4.67% | 11.08% | 5.85% | 2.49% | 5.52% | 4.86% | 4.50% | 4.19% | 4.85% | 4.14% | 4.56% |
Category Rank | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Quartile Ranking | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Return % | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Fund | 2.61% | 1.47% | -1.89% | -3.44% | -2.18% | 5.51% | 5.15% | 0.05% | 1.41% | 2.74% | -3.63% | 2.55% |
Benchmark | 3.22% | 2.23% | -2.06% | -3.63% | -2.32% | 7.23% | 4.79% | -0.51% | 1.79% | 1.95% | -2.97% | 2.55% |
11.05% (April 2009)
-17.32% (October 2008)
Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
---|---|---|---|---|---|---|---|---|---|---|
Fund | 11.29% | -2.88% | 8.50% | 9.99% | -4.80% | 15.52% | 0.14% | 13.70% | -13.66% | 5.89% |
Benchmark | 2.93% | -1.74% | 5.51% | 16.32% | -5.58% | 17.91% | 13.35% | 6.94% | -17.27% | 14.38% |
Category Average | 7.77% | 2.99% | 5.05% | 7.69% | -3.99% | 13.52% | 7.16% | 9.69% | -11.26% | 9.53% |
Quartile Ranking | - | - | - | - | - | - | - | - | - | - |
Category Rank | - | - | - | - | - | - | - | - | - | - |
15.52% (2019)
-13.66% (2022)
Name | Percent |
---|---|
US Equity | 43.43 |
Mortgages | 16.21 |
Foreign Corporate Bonds | 14.48 |
Foreign Government Bonds | 13.09 |
Foreign Bonds - Other | 5.27 |
Other | 7.52 |
Name | Percent |
---|---|
Fixed Income | 49.23 |
Real Estate | 11.42 |
Technology | 6.88 |
Financial Services | 5.71 |
Healthcare | 5.06 |
Other | 21.70 |
Name | Percent |
---|---|
North America | 96.47 |
Europe | 3.39 |
Latin America | 0.28 |
Other | -0.14 |
Name | Percent |
---|---|
US 2YR NOTE (CBT) SEP24 XCBT 20240930 | 8.24 |
BMO Low Volatility US Equity ETF U$ (ZLU.U) | 7.25 |
US 5YR NOTE (CBT) SEP24 XCBT 20240930 | 5.68 |
USD Currency | 3.43 |
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE 5.50% 15-Jun-2054 | 1.41 |
Broadcom Inc | 1.13 |
Microsoft Corp | 0.99 |
Qualcomm Inc | 0.86 |
Simon Property Group Inc | 0.80 |
Hartford Financial Services Group Inc | 0.80 |
BMO U.S. Dollar Monthly Income Fund Series A
Median
Other - Global Neutral Balanced
Standard Deviation | 11.15% | 11.70% | 9.57% |
---|---|---|---|
Beta | 1.04% | 1.19% | 0.79% |
Alpha | -0.04% | -0.03% | -0.02% |
Rsquared | 0.72% | 0.67% | 0.41% |
Sharpe | -0.21% | 0.13% | 0.27% |
Sortino | -0.30% | 0.07% | 0.14% |
Treynor | -0.02% | 0.01% | 0.03% |
Tax Efficiency | - | 23.74% | 33.13% |
Volatility |
Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
---|---|---|---|---|
Standard Deviation | 10.77% | 11.15% | 11.70% | 9.57% |
Beta | 1.17% | 1.04% | 1.19% | 0.79% |
Alpha | -0.04% | -0.04% | -0.03% | -0.02% |
Rsquared | 0.68% | 0.72% | 0.67% | 0.41% |
Sharpe | 0.51% | -0.21% | 0.13% | 0.27% |
Sortino | 1.18% | -0.30% | 0.07% | 0.14% |
Treynor | 0.05% | -0.02% | 0.01% | 0.03% |
Tax Efficiency | 75.84% | - | 23.74% | 33.13% |
Start Date | October 12, 2004 |
---|---|
Instrument Type | Mutual Fund |
Share Class | Commission Based Advice |
Legal Status | Trust |
Sales Status | Open |
Currency | USD |
Distribution Frequency | Monthly |
Assets ($mil) | $237 |
FundServ Code | Load Code | Sales Status |
---|---|---|
BMO70804 | ||
BMO804 |
This fund’s objective is to provide a fixed monthly distribution by investing primarily in U.S. equities and U.S. fixed income securities.
These are the strategies the portfolio managers use to try to achieve the fund’s objective: invests in U.S. dollar-denominated securities across asset classes; invests in common equities and real estate investment trusts by examining the financial statistics of each potential investment, looking for: - an attractive price - consistent earnings - evidence that companies management believes in the future of the company.
Name | Start Date |
---|---|
Brian Lavin | 04-23-2024 |
Gene Tannuzzo | 04-23-2024 |
Raghavendran Sivaraman | 04-23-2024 |
Robert Armstrong | 04-23-2024 |
Fund Manager | BMO Investments Inc. |
---|---|
Advisor | BMO Asset Management Inc. |
Custodian | State Street Trust Company Canada |
Registrar | State Street Trust Company Canada |
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 | 2.26% |
---|---|
Management Fee | 1.85% |
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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