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For Universal Life Investment Accounts

BMO Low Volatility US Equity ETF (ZLU)

U.S. Equity

As Of: Sep 30, 2020

Fund Objective

BMO Low Volatility US Equity ETF has been designed to provide exposure to a low beta weighted portfolio of U.S. stocks. Beta measures the security's sensitivity to market movements.

Asset Allocation

Asset Percent
US Equity 93.77%
International Equity 5.73%
Cash and Equivalents 0.50%

Sector Allocation

Sector Percent
Utilities 21.46%
Consumer Goods 19.89%
Consumer Services 12.06%
Financial Services 11.18%
Healthcare 11.14%
Other 24.27%

Geo Allocation

Region Percent
North America 94.28%
Europe 4.61%
Latin America 1.12%
Other -0.01%

Top Holdings

Name Percent
C.H. Robinson Worldwide Inc 1.65%
Target Corp 1.64%
McDonald's Corp 1.49%
Republic Services Inc 1.49%
Waste Management Inc 1.46%
Dollar General Corp 1.41%
NVR Inc 1.41%
AutoZone Inc 1.39%
Newmont Mining Corp 1.39%
Chipotle Mexican Grill Inc 1.38%

Category

U.S. Equity

General Info

Inception Date Mar 19, 2013
MER 0.33%
Total Assets
(in millions)
-

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

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

Fund Growth

Growth Summary

Investment Value $28,682.91
Rate of Return +186.83%
Values over period specified.

Legend

BMO Low Volatility US Equity ETF (ZLU)


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund 0.7 3.5 11.1 0.0 0.4 11.4 9.7 - 15.2
Quartile 1 4 4 3 4 2 3 - -

Calendar Performance

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund 20.3 8.5 5.1 5.7 26.6 35.0 - - - -
Quartile 3 1 4 3 1 1 - - - -

Volatility

Volatility: 5

Risk vs. Return

BMO Low Volatility US Equity ETF (ZLU)

Median

Other - U.S. Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 11.07 10.93 -
Beta 0.63 0.64 -
Alpha 0.02 0.01 -
R-Squared 0.58 0.52 -
Sharpe Ratio 0.92 0.82 -
Sortino Ratio 1.00 0.82 -
Treynor 0.16 0.14 -
Tax Efficiency 94.09 93.07 -

Category

U.S. Equity

General Info

Inception Date Mar 19, 2013
MER 0.33%
Total Assets
(in millions)
-

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

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