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For Universal Life Investment Accounts

BMO Core Bond Fund Advisor Series

Canadian Fixed Income

As Of: Jan 31, 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 42.52%
Canadian Government Bonds 39.91%
Cash and Equivalents 16.44%
Foreign Corporate Bonds 4.59%
Derivatives 0.23%
Other -3.69%

Sector Allocation

Sector Percent
Fixed Income 83.34%
Cash and Cash Equivalent 16.44%
Other 0.22%

Geo Allocation

Region Percent
North America 99.77%
Other 0.23%

Top Holdings

Name Percent
BDXNAIG33 CDS USD R V 00MEVENT 2I65BYDV4/CCP 1.00% 20-Dec-2024 17.12%
Canada Government 2.75% 01-Dec-2048 7.73%
Canada Government 2.25% 01-Jun-2029 6.28%
USD Currency Forward 5.62%
Ontario Province 2.70% 02-Jun-2029 4.96%
Quebec Province 3.50% 01-Dec-2048 3.83%
Ontario Province 2.90% 02-Jun-2049 3.59%
Ontario Province 2.80% 02-Jun-2048 2.36%
Quebec Province 2.75% 01-Sep-2027 1.71%
National Bank of Canada 3.18% 01-Feb-2023 1.67%

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 $11,524.19
Rate of Return +15.24%
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 2.9 2.1 2.7 2.9 8.0 3.7 1.9 - 3.0
BofA Merrill Lynch Canada Broad Market Index 3.1 2.3 3.2 3.1 9.0 4.8 2.9 4.5 -
Quartile 1 1 1 1 1 1 2 - -

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 3.85 3.58 -
Beta 0.92 0.92 -
Alpha -0.01 -0.01 -
R-Squared 0.97 0.96 -
Sharpe Ratio 0.64 0.29 -
Sortino Ratio -0.11 -0.71 -
Treynor 0.03 0.01 -
Tax Efficiency 86.72 - -

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