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For Universal Life Investment Accounts

BMO Core Plus 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 the opportunity for growth by investing primarily in Canadian dollar denominated investment grade and non-investment grade debt instruments.

Asset Allocation

Asset Percent
Canadian Government Bonds 43.87%
Canadian Corporate Bonds 43.57%
Cash and Equivalents 11.00%
Foreign Corporate Bonds 2.43%
Derivatives 0.17%
Other -1.04%

Sector Allocation

Sector Percent
Fixed Income 88.83%
Cash and Cash Equivalent 11.00%
Other 0.17%

Geo Allocation

Region Percent
North America 99.83%
Europe 0.00%
Other 0.17%

Top Holdings

Name Percent
BDXNAIG33 CDS USD R V 00MEVENT 2I65BYDV4/CCP 1.00% 20-Dec-2024 14.94%
Canada Government 2.25% 01-Jun-2029 10.40%
Canada Government 2.75% 01-Dec-2048 7.92%
Ontario Province 2.90% 02-Jun-2049 5.29%
Canada Government 2.25% 01-Mar-2024 4.32%
Quebec Province 3.50% 01-Dec-2048 3.31%
USD Currency Forward 3.26%
Ontario Province 2.70% 02-Jun-2029 3.24%
Quebec Province 2.30% 01-Sep-2029 2.00%
British Columbia Province 2.80% 18-Jun-2048 1.42%

Category

Canadian Fixed Income

General Info

Inception Date Nov 13, 2014
MER 1.46%
Total Assets
(in millions)
$1.05

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 $11,609.86
Rate of Return +16.10%
Values over period specified.

Legend

BMO Core Plus 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 1.5 3.8 8.2 3.4 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 2 1 - -

Calendar Performance

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund 5.2 0.1 2.0 1.8 1.7 - - - - -
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 3 2 1 1 2 - - - - -

Volatility

Volatility: 2

Risk vs. Return

BMO Core Plus Bond Fund Advisor Series

Median

Other - Canadian Fixed Income

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 3.88 3.60 -
Beta 0.92 0.92 -
Alpha -0.01 -0.01 -
R-Squared 0.97 0.95 -
Sharpe Ratio 0.55 0.34 -
Sortino Ratio -0.22 -0.64 -
Treynor 0.02 0.01 -
Tax Efficiency 85.52 - -

Category

Canadian Fixed Income

General Info

Inception Date Nov 13, 2014
MER 1.46%
Total Assets
(in millions)
$1.05

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