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For Universal Life Investment Accounts

BMO Core Bond Fund Advisor Series

Canadian Fixed Income

As Of: Feb 29, 2020

Fund Objective

This fund's objective is to provide a high level of interest income along with some opportunity for growth by investing primarily in Canadian dollar denominated investment grade debt instruments.

Asset Allocation

Asset Percent
Canadian Corporate Bonds 42.54%
Canadian Government Bonds 39.31%
Cash and Equivalents 17.03%
Foreign Corporate Bonds 4.12%
Derivatives 0.21%
Other -3.21%

Sector Allocation

Sector Percent
Fixed Income 82.77%
Cash and Cash Equivalent 17.03%
Other 0.20%

Geo Allocation

Region Percent
North America 99.79%
Other 0.21%

Top Holdings

Name Percent
BDXNAIG33 CDS USD R V 00MEVENT 2I65BYDV4/CCP 1.00% 20-Dec-2024 17.14%
Canada Government 2.75% 01-Dec-2048 7.58%
Canada Government 2.25% 01-Jun-2029 6.31%
USD Currency Forward 5.16%
Ontario Province 2.70% 02-Jun-2029 5.01%
Quebec Province 3.50% 01-Dec-2048 3.78%
Ontario Province 2.90% 02-Jun-2049 3.55%
Quebec Province 2.30% 01-Sep-2029 2.73%
Ontario Province 2.80% 02-Jun-2048 2.34%
National Bank of Canada 3.18% 01-Feb-2028 1.71%

Category

Canadian Fixed Income

General Info

Inception Date Nov 13, 2014
MER 1.23%
Total Assets
(in millions)
$3.12

UL Fees

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

Fund Management Company

BMO Investments 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 $11,609.46
Rate of Return +16.09%
Values over period specified.

Legend

BMO Core Bond Fund Advisor Series

BofA Merrill Lynch Canada Broad Market Index


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund 0.7 2.4 1.7 3.7 8.6 3.6 2.2 - 3.1
BofA Merrill Lynch Canada Broad Market Index 0.9 3.3 2.1 4.1 9.6 4.7 3.1 4.6 -
Quartile 1 1 1 1 1 1 1 - -

Calendar Performance

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund 5.8 0.2 2.1 1.2 1.8 - - - - -
BofA Merrill Lynch Canada Broad Market Index 7.0 1.3 2.7 1.5 3.6 9.1 -1.5 3.7 10.0 6.9
Quartile 2 2 1 2 2 - - - - -

Volatility

Volatility: 2

Risk vs. Return

BMO Core Bond Fund Advisor Series

Median

Other - Canadian Fixed Income

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 3.84 3.58 -
Beta 0.92 0.92 -
Alpha -0.01 -0.01 -
R-Squared 0.97 0.96 -
Sharpe Ratio 0.61 0.34 -
Sortino Ratio -0.13 -0.64 -
Treynor 0.03 0.01 -
Tax Efficiency 86.30 - -

Category

Canadian Fixed Income

General Info

Inception Date Nov 13, 2014
MER 1.23%
Total Assets
(in millions)
$3.12

UL Fees

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

Fund Management Company

BMO Investments Inc.

Investment Style

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