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.

 1m3m6mYTD1ySI
FUM -1.71%-4.90%3.37%-4.90%7.88%11.79%
Benchmark-2.54%-0.76%5.84%-0.76%13.99%17.81%
As at: 29 Mar 2018 - Benchmark: S&P 500 Index (Total Return)

 

Sector Breakdown*

As at 29 March 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 Ratio12.97
Price/Book Ratio2.02
As at 29 Mar, 2018

Index Risk Return Measures

Time period: 01/4/2005 to 03/29/2018IndexBenchmark
Return (% annualized)12.858.47
Std Dev14.0613.76
Beta0.831.00
Sharpe0.950.67
Sortino Ratio1.581.03
Max Drawdown-46.24-50.95
Up Capture100.18100.00
Down Capture75.91100.00
As at 29 Mar, 2018
Index: CIBC Equity Multi-Factor Index
Benchmark: S&P 500 TR Index (CAD Hedged)
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Distributions

Distribution details (.csv)

Twelve month-trailing distribution yield: 0.85%

FUMTotalCashReinvestedEligible dividendsNon eligible dividendsOther incomeCapital GainsReturn of capitalForeign IncomeForeign tax paid
SI$2.09950$0.27950$1.82000---$1.89495$0.03489$0.13818$0.02072
2018 +$0.05220$0.05220--------
23-Mar$0.05220$0.05220--------
2017 +$2.01780$0.19780$1.82000---$1.89495$0.00903$0.13389$0.02007
28-Dec$0.06230$0.06230----$0.05851$0.00028$0.00413$0.00062
28-Dec$1.82000-$1.82000---$1.70918$0.00815$0.12077$0.01810
28-Sep$0.06230$0.06230----$0.05851$0.00028$0.00413$0.00062
29-Jun$0.02470$0.02470----$0.02320$0.00011$0.00164$0.00025
30-Mar$0.04850$0.04850----$0.04555$0.00021$0.00322$0.00048
2016 +$0.02950$0.02950-----$0.02586$0.00429$0.00065
29-Dec$0.02950$0.02950-----$0.02586$0.00429$0.00065

(1) Future distribution dates may be amended at any time. (2) Reinvested distributions are not paid in cash but instead remain invested in the Fund. To recognize that these distributions have been allocated to investors for tax purposes the amounts of these distributions should be added to the adjusted cost base of the units held. (3) The characterization of distributions for tax purposes (such as dividends/other income/capital gains etc.) will not be known for certain until after the Fund's tax year end. Therefore investors will be informed of the characterization of the amounts distributed for tax purposes only for the entire year and not with each distribution. For tax purposes these amounts will be reported by brokers on official tax statements.