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For Universal Life Investment Accounts

BMO Dow Jones Industrial Average Hgd to CAD (ZDJ)

U.S. Equity

As Of: May 31, 2022

Fund Objective

The BMO Dow Jones Industrial Average Hedged to CAD Index ETF has been designed to replicate, to the extent possible, the performance of the Dow Jones Industrial Average (CAD hedged), net of expenses.

Asset Allocation

Asset Percent
US Equity 99.00%
Cash and Equivalents 1.00%

Sector Allocation

Sector Percent
Healthcare 20.28%
Financial Services 20.16%
Technology 16.00%
Consumer Services 14.39%
Industrial Goods 13.65%
Other 15.52%

Geo Allocation

Region Percent
North America 100.00%

Top Holdings

Name Percent
UnitedHealth Group Inc 9.83%
Goldman Sachs Group Inc 6.46%
Home Depot Inc 5.99%
Microsoft Corp 5.38%
Amgen Inc 5.08%
Mcdonald's Corp 4.99%
Caterpillar Inc 4.27%
Visa Inc Cl A 4.20%
Honeywell International Inc 3.83%
Johnson & Johnson 3.55%

Category

U.S. Equity

General Info

Inception Date May 29, 2009
MER 0.26%
Total Assets
(in millions)
$289.26

UL Fees

Wave 33 or later
Life Dimensions (Low Fees) 1.75%
Life Dimensions 3.00%
Wealth Dimensions 1.75%
Wave 32 or earlier (2016 or earlier)
Life Dimensions 3.00%
Life Dimensions (Low Fees) 2.00%
UL Investment Loan Plan 3.00%
Ultimate Dimension 1.50%

Fund Management Company

BMO Asset Management Inc.

Investment Style

This investment's style box characteristics are Large Growth.

Fund Growth

Period

Growth Summary

Table below lists the current growth and return for an investment of $10,000 at the fund's inception:

Investment Value $44,899.35
Rate of Return +348.99%
Values over period specified.

Legend

BMO Dow Jones Industrial Average Hgd to CAD (ZDJ)


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund 0.3 -2.5 -3.9 -8.8 -3.5 10.3 9.8 11.5 12.2
Quartile 1 1 2 2 3 3 2 4 -

Calendar Performance

2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Fund 19.6 6.6 22.8 -5.4 26.5 14.9 -0.9 9.9 29.3 9.9
Quartile 4 3 3 4 1 1 4 4 4 3

Volatility

Volatility: 9

Risk vs. Return

Period

BMO Dow Jones Industrial Average Hgd to CAD (ZDJ)

Median

Other - U.S. Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 17.98 16.24 13.49
Beta 1.14 1.06 0.90
Alpha -0.05 -0.02 -0.03
R-Squared 0.78 0.73 0.59
Sharpe Ratio 0.60 0.61 0.82
Sortino Ratio 0.69 0.68 0.98
Treynor 0.09 0.09 0.12
Tax Efficiency 92.87 92.61 93.16

Category

U.S. Equity

General Info

Inception Date May 29, 2009
MER 0.26%
Total Assets
(in millions)
$289.26

UL Fees

Wave 33 or later
Life Dimensions (Low Fees) 1.75%
Life Dimensions 3.00%
Wealth Dimensions 1.75%
Wave 32 or earlier (2016 or earlier)
Life Dimensions 3.00%
Life Dimensions (Low Fees) 2.00%
UL Investment Loan Plan 3.00%
Ultimate Dimension 1.50%

Fund Management Company

BMO Asset Management Inc.

Investment Style

This investment's style box characteristics are Large Growth.