First Asset U.S. Tactical Sector Allocation Index ETF (CAD Hedged)

Fund Overview

First Asset U.S. Tactical Sector Allocation Index ETF (the "Fund") provides investors with dynamic exposure to U.S. equity sectors and/or U.S. Treasury bonds, with full flexibility to hold 0-100% in each asset class, depending on prevailing market conditions. the Fund has been designed to replicate the performance of the CIBC U.S. Tactical Sector Allocation Index, which uses a proprietary rules-based methodology developed by CIBC World Markets. The allocations are modified on a monthly basis to ensure the portfolio is optimally positioned to capitalize on, or protect against, ongoing market fluctuations.

Sector Breakdown*

As at 29 September 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 Securities7
Price/Earnings Ratio22.52
Price/Book Ratio3.69
As at 29 Sep, 2017

Index Risk Return Measures

Time period: 01/7/2005 to 09/29/2017IndexBenchmark
Return (% annualized)11.568.35
Std Dev10.1213.85
Sortino Ratio1.700.97
Max Drawdown-14.98-50.95
Up Capture82.76100.00
Down Capture53.90100.00
As at 29 Sep, 2017
Index: CIBC U.S. Tactical Sector Allocation Index
Benchmark: S&P 500 TR Index (CAD Hedged)


Distribution details (.csv)

Twelve month-trailing distribution yield: 1.04%

FUTTotalCashReinvestedEligible dividendsNon eligible dividendsOther incomeCapital GainsReturn of capitalForeign IncomeForeign tax paid
2017 +$0.20490$0.20490--------
2016 +$0.09070$0.03130$0.05940-----$0.09139$0.00069


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To access the SEDAR filings of First Asset U.S. Tactical Sector Allocation Index ETF (CAD Hedged) please click here