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For Universal Life Investment Accounts

BMO Floating Rate Income Fund Advisor Series

Floating Rate Loan

As Of: Sep 30, 2019

Fund Objective

This fund's objective is to generate a high level of interest income that will fluctuate in line with short-term interest rates with a duration of less than 365 days by investing primarily in high yield bonds and debentures issued by Canadian governments and corporations, U.S. dollar Canadian corporate bonds, U.S. corporate bonds, U.S. and Canadian debentures, convertible debentures and income trusts.

Asset Allocation

Asset Percent
Cash and Equivalents 55.05%
Foreign Corporate Bonds 44.49%
Foreign Bonds - Other 0.45%
Other 0.01%

Sector Allocation

Sector Percent
Cash and Cash Equivalent 55.05%
Fixed Income 44.95%

Geo Allocation

Region Percent
North America 100.00%

Top Holdings

Name Percent
USD Currency Forward 23.40%
USD Currency Forward 21.12%
BMO Floating Rate High Yield ETF (ZFH) 7.13%
INVESCO CAD DOLLAR CASH MNGT CORPORATE SERIES 1.71%
USD Currency 1.69%
Asurion LLC 01-Aug-2025 1.43%
Blucora Inc 22-May-2024 1.42%
Wand Newco 3 Inc 05-Feb-2026 1.42%
DIGICERT HOLDINGS INC 2019 TERM LOAN B 1.00% 31-Aug-2026 1.41%
Flexera Software LLC 26-Feb-2026 1.41%

Category

Floating Rate Loan

General Info

Inception Date Aug 16, 2005
MER 1.66%
Total Assets
(in millions)
$9.85

UL Fees

Wave 33 or later
Life Dimensions (Low Fees) 0.75%
Life Dimensions 2.00%
Wealth Dimensions 0.75%

Fund Management Company

BMO Asset Management Inc.

Investment Style

Large
Value
Large
Blend
Large
Growth
Mid
Value
Mid
Blend
Mid
Growth
Small
Value
Small
Blend
Small
Growth
;

Fund Growth

Growth Summary

Investment Value $10,441.44
Rate of Return +4.41%
Values over period specified.

Legend

BMO Floating Rate Income Fund Advisor Series

BofA Merrill Lynch Global High Yield Index


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund 0.4 0.9 2.3 4.6 1.6 1.6 1.6 2.9 0.3
BofA Merrill Lynch Global High Yield Index 0.0 1.7 2.3 6.6 8.4 5.8 8.3 9.7 -
Quartile 1 1 1 2 2 4 4 4 -

Calendar Performance

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund -1.1 0.4 4.0 0.8 0.2 4.3 2.3 2.0 8.5 52.6
BofA Merrill Lynch Global High Yield Index 5.4 3.0 10.8 14.9 8.9 15.2 16.7 5.2 7.9 37.6
Quartile 4 4 4 2 4 2 4 2 4 2

Volatility

Volatility: 1

Risk vs. Return

BMO Floating Rate Income Fund Advisor Series

Median

Other - Floating Rate Loan

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 2.06 2.26 3.02
Beta -0.01 0.07 0.16
Alpha 0.02 0.01 0.01
R-Squared 0.00 0.05 0.10
Sharpe Ratio 0.23 0.34 0.67
Sortino Ratio -1.24 -1.13 -0.46
Treynor -0.46 0.10 0.13
Tax Efficiency 17.01 24.07 62.65

Category

Floating Rate Loan

General Info

Inception Date Aug 16, 2005
MER 1.66%
Total Assets
(in millions)
$9.85

UL Fees

Wave 33 or later
Life Dimensions (Low Fees) 0.75%
Life Dimensions 2.00%
Wealth Dimensions 0.75%

Fund Management Company

BMO Asset Management Inc.

Investment Style

Large
Value
Large
Blend
Large
Growth
Mid
Value
Mid
Blend
Mid
Growth
Small
Value
Small
Blend
Small
Growth