First Asset U.S. Equity Multi-Factor Index ETF (CAD Hedged)

Fund Overview

First Asset U.S. Equity Multi-Factor Index ETF (the "Fund") provides investors with exposure to a select group of 30 U.S. equity securities that exhibit low beta (low sensitivity to market fluctuations), high quality and attractive valuation characteristics. The Fund has been designed to replicate the performance of the CIBC U.S. Equity Multi-Factor Index, which uses a proprietary rules-based methodology to select U.S.-listed constituent securities that are equally weighted and rebalanced quarterly.

Sector Breakdown*

As at 31 March 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.

Key Facts

Index Characteristics

Number of Securities31
Price/Earnings Ratio15.25
Price/Book Ratio2.28
As at 31 Mar, 2017

Index Risk Return Measures

Time period: 01/4/2005 to 03/31/2017IndexBenchmark
Return (% annualized)13.098.03
Std Dev14.3514.12
Beta0.831.00
Sharpe0.980.65
Sortino Ratio1.610.99
Max Drawdown-46.24-50.95
Up Capture101.18100.00
Down Capture74.56100.00
As at 31 Mar, 2017
Index: CIBC Equity Multi-Factor Index
Benchmark: S&P 500 TR Index (CAD Hedged)
Loading...

Distributions

Distribution details (.csv)
FUMTotalCashReinvestedEligible dividendsNon eligible dividendsOther incomeCapital GainsReturn of capitalForeign IncomeForeign tax paid
SI$0.07800$0.07800-----$0.02586$0.00429$0.00065
2017 +$0.04850$0.04850--------
30-Mar$0.04850$0.04850--------
2016 +$0.02950$0.02950-----$0.02586$0.00429$0.00065
29-Dec$0.02950$0.02950-----$0.02586$0.00429$0.00065

Documents

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 U.S. Equity Multi-Factor Index ETF (CAD Hedged) please click here