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For Universal Life Investment Accounts

BMO S&P 500 Index ETF (ZSP)

U.S. Equity

As Of: Sep 30, 2020

Fund Objective

The BMO S&P 500 Index ETF has been designed to replicate, to the extent possible, the performance of the S&P 500 Index, net of expenses.

Asset Allocation

Asset Percent
US Equity 96.92%
International Equity 3.05%
Cash and Equivalents 0.03%

Sector Allocation

Sector Percent
Technology 30.12%
Healthcare 12.89%
Consumer Services 12.86%
Financial Services 12.22%
Consumer Goods 7.61%
Other 24.30%

Geo Allocation

Region Percent
North America 96.94%
Europe 2.51%
Asia 0.52%
Latin America 0.03%

Top Holdings

Name Percent
Apple Inc 6.67%
Microsoft Corp 5.70%
Amazon.com Inc 4.80%
Facebook Inc Cl A 2.25%
Alphabet Inc Cl A 1.58%
Alphabet Inc Cl C 1.54%
Berkshire Hathaway Inc Cl B 1.51%
Johnson & Johnson 1.40%
Procter & Gamble Co 1.23%
Visa Inc Cl A 1.21%

Category

U.S. Equity

General Info

Inception Date Nov 14, 2012
MER 0.09%
Total Assets
(in millions)
-

UL Fees

Wave 33 or later
Life Dimensions (Low Fees) 1.75%
Life Dimensions 3.00%
Wealth Dimensions 1.75%

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 $36,068.34
Rate of Return +260.68%
Values over period specified.

Legend

BMO S&P 500 Index ETF (ZSP)


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund -1.8 6.7 24.0 8.0 15.3 14.3 13.6 - 18.2
Quartile 3 2 2 2 2 2 1 - -

Calendar Performance

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund 24.5 3.4 13.6 8.2 20.2 23.8 40.8 - - -
Quartile 2 2 2 2 1 1 2 - - -

Volatility

Volatility: 6

Risk vs. Return

BMO S&P 500 Index ETF (ZSP)

Median

Other - U.S. Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 13.80 12.55 -
Beta 1.02 1.02 -
Alpha -0.01 -0.01 -
R-Squared 1.00 1.00 -
Sharpe Ratio 0.95 1.01 -
Sortino Ratio 1.13 1.20 -
Treynor 0.13 0.12 -
Tax Efficiency 95.92 95.55 -

Category

U.S. Equity

General Info

Inception Date Nov 14, 2012
MER 0.09%
Total Assets
(in millions)
-

UL Fees

Wave 33 or later
Life Dimensions (Low Fees) 1.75%
Life Dimensions 3.00%
Wealth Dimensions 1.75%

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