First Asset MSCI Canada Low Risk Weighted ETF

Morningstar

Investment Objectives

The Fund has been designed to replicate, to the extent possible, the performance of the MSCI Canada Risk Weighted Index (the “Index”), net of expenses.

MSCI Canada Risk Weighted Index is based on a traditional market capitalization weighted parent index, MSCI Canada Index, which includes Canadian large and mid-capitalization stocks. Constructed using a simple, but effective and transparent process, the MSCI Canada Risk Weighted Index reweights each security of the parent index so that stocks with lower risk are given higher index weights. The Index seeks to emphasize stocks with lower historical return variance and tends to have a bias towards lower size and lower risk stocks. Historically, the Index has exhibited lower realized volatility in comparison to its parent index.

The investment strategy of the Fund is to invest in and hold the constituent securities of the Index.

 1m3m6mYTD1y2y3ySI
RWC -1.31%1.91%4.41%2.69%10.43%5.94%6.40%7.60%
Benchmark-1.33%0.43%3.19%1.50%12.27%4.19%4.72%6.14%
As at: 31 May 2017 - Benchmark: S&P/TSX Composite TR Index
 1m3m6mYTD1y2y3ySI
RWC.A -1.38%1.70%3.97%2.34%9.46%5.03%5.50%6.70%
Benchmark-1.33%0.43%3.19%1.50%12.27%4.19%4.72%6.14%
As at: 31 May 2017 - Benchmark: S&P/TSX Composite TR Index

 

Sector Breakdown*

As at 31 May 2017
*As a percent of invested assets

The indicated rates of return are the historical annual compounded total returns, including changes in unit value and do not take into account sales, redemption or optional charges or income taxes payable by a security holder that would have reduced returns.

The S&P/TSX Composite Index is a capitalization-weighted index designed to measure market activity of stocks listed on the Toronto Stock Exchange. This index is used as a benchmark to help you understand the Fund`s performance relative to the general performance of broader Canadian equity market.

Key Facts

Index Characteristics

Number of Securities94
Price/Earnings Ratio17.56
Price/Book Ratio1.88
As at 31 May, 2017

Index Risk Return Measures

Time period: 05/29/1992 to 05/31/2017IndexBenchmark
Return (% annualized)10.698.77
Std Dev11.2014.24
Beta0.661.00
Sharpe0.690.45
Sortino Ratio1.010.63
Max Drawdown-39.75-43.35
Up Capture80.98100.00
Down Capture59.44100.00
As at 31 May, 2017
Index: MSCI Canada Risk Weighted Index
Benchmark: S&P/TSX Composite TR Index
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Distributions

Distribution details (.csv)

Twelve month-trailing distribution yield: 3.05%

RWCTotalCashReinvestedEligible dividendsNon eligible dividendsOther incomeCapital GainsReturn of capitalForeign IncomeForeign tax paid
SI$1.13840$0.98010$0.15830$0.56612--$0.28398$0.14300--
2017 +$0.14530$0.14530--------
29-Jun$0.07370$0.07370--------
30-Mar$0.07160$0.07160--------
2016 +$0.27810$0.27810-$0.27123---$0.00687--
29-Dec$0.07920$0.07920-$0.07724---$0.00196--
29-Sep$0.06490$0.06490-$0.06330---$0.00160--
29-Jun$0.06680$0.06680-$0.06515---$0.00165--
30-Mar$0.06720$0.06720-$0.06554---$0.00166--
2015 +$0.27520$0.27520-$0.13990---$0.13530--
30-Dec$0.06950$0.06950-$0.03533---$0.03417--
29-Sep$0.06890$0.06890-$0.03503---$0.03387--
29-Jun$0.06840$0.06840-$0.03477---$0.03363--
30-Mar$0.06840$0.06840-$0.03477---$0.03363--
2014 +$0.43980$0.28150$0.15830$0.15499--$0.28398$0.00083--
30-Dec$0.15830-$0.15830$0.05579--$0.10222$0.00029--
30-Dec$0.12450$0.12450-$0.04387--$0.08039$0.00024--
29-Sep$0.06220$0.06220-$0.02192--$0.04016$0.00012--
27-Jun$0.09480$0.09480-$0.03341--$0.06121$0.00018--
Distribution details (.csv)

Twelve month-trailing distribution yield: 2.01%

RWC.ATotalCashReinvestedEligible dividendsNon eligible dividendsOther incomeCapital GainsReturn of capitalForeign IncomeForeign tax paid
SI$0.83010$0.66960$0.16050$0.30898--$0.28356$0.14206--
2017 +$0.09550$0.09550--------
29-Jun$0.04860$0.04860--------
30-Mar$0.04690$0.04690--------
2016 +$0.18390$0.18390-$0.09426---$0.08964--
29-Dec$0.05330$0.05330-$0.02732---$0.02598--
29-Sep$0.04160$0.04160-$0.02132---$0.02028--
29-Jun$0.04400$0.04400-$0.02255---$0.02145--
30-Mar$0.04500$0.04500-$0.02307---$0.02193--
2015 +$0.18600$0.18600-$0.13451---$0.05149--
30-Dec$0.04830$0.04830-$0.03493---$0.01337--
29-Sep$0.04750$0.04750-$0.03435---$0.01315--
29-Jun$0.04540$0.04540-$0.03283---$0.01257--
30-Mar$0.04480$0.04480-$0.03240---$0.01240--
2014 +$0.36470$0.20420$0.16050$0.08021--$0.28356$0.00093--
30-Dec$0.10310$0.10310-$0.02268--$0.08016$0.00026--
30-Dec$0.16050-$0.16050$0.03530--$0.12479$0.00041--
29-Sep$0.03830$0.03830-$0.00842--$0.02978$0.00010--
27-Jun$0.06280$0.06280-$0.01381--$0.04883$0.00016--

News

11 Apr 2016 First Asset Opens the Market First Asset
23 Oct 2015 CI Financial scoops up ETF provider First Asset Capital The Globe and Mail | Clare O'Hara
21 Jul 2015 Stripping away preconceived notions of fixed income Financial Post | John Pagliacci
23 Jan 2015 Welcome to The Globe and Mail ETF Buyer's Guide - 2015 edition The Globe and Mail | Rob Carrick
30 Sep 2014 A look inside Canada's hottest ETFs Special to the Globe and Mail | Andrew Hallam
18 Jun 2014 First Asset ETFs June Distributions Marketwired
11 Feb 2014 First Asset launches "risk-weighted" equity ETFs Morningstar | Rudy Luukko

Documents

12 Apr, 2017 | Advisor units

25 Aug, 2016 | Common units

31 Dec, 2016 | Financial Statements

30 Jun, 2016 | Financial Statements

31 Dec, 2015 | Financial Statements

30 Jun, 2015 | Financial Statements

31 Dec, 2014 | Financial Statements

30 Jun, 2014 | Financial Statements

Warning: Documents posted on this website (including, without limitation, prospectuses) are current only as of the date on them

To access the SEDAR filings of First Asset MSCI Canada Low Risk Weighted ETF please click here