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.

FUM 2.50%11.44%11.44%2.50%20.14%20.05%
As at: 31 Jan 2018 - Benchmark: S&P 500 Index (Total Return)


Sector Breakdown*

As at 31 January 2018
*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 500 Index tracks 500 large-cap U.S. stocks representing all major industries. This index is used as a benchmark to help you understand the Fund`s performance relative to the general performance of the broader U.S. equity market.

Key Facts

Index Characteristics

Number of Securities30
Price/Earnings Ratio13.89
Price/Book Ratio2.27
As at 31 Jan, 2018

Index Risk Return Measures

Time period: 01/4/2005 to 01/31/2018IndexBenchmark
Return (% annualized)13.659.10
Std Dev14.0113.76
Sortino Ratio1.621.06
Max Drawdown-46.24-50.95
Up Capture100.18100.00
Down Capture74.56100.00
As at 31 Jan, 2018
Index: CIBC Equity Multi-Factor Index
Benchmark: S&P 500 TR Index (CAD Hedged)


Distribution details (.csv)

Twelve month-trailing distribution yield: 0.82%

FUMTotalCashReinvestedEligible dividendsNon eligible dividendsOther incomeCapital GainsReturn of capitalForeign IncomeForeign tax paid
2017 +$2.01780$0.19780$1.82000---$1.89495$0.00903$0.13389$0.02007
2016 +$0.02950$0.02950-----$0.02586$0.00429$0.00065


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To access the SEDAR filings of First Asset U.S. Equity Multi-Factor Index ETF (CAD Hedged) please click here