Custom Index
BMO Global Smart Volatility Index (5%)

Index Description

The BMO Volatility Controlled Global Diversified Index (the “Index”) is a proprietary index that is based on the Modern Portfolio Theory approach to asset allocation. This theory suggests how investors can select a portfolio from available assets to maximize expected return for a given amount of risk.

Historical Performance As of April 19, 2018
Historical Performance Image
Index Details As of April 18, 2018
Inception Date August 31, 2016
Number of Constituents 10
Initial Level 100
Calculation Agent BMO Capital Markets
Rebalance Frequency Daily
Current Performance
Current level 101.51
52 Week High 107.34
52 Week Low 101.00
Portfolio BreakdownAs of April 19, 2018
Portfolio Breakdown Image
Current Index Constituents
SecurityTickerWeightSector
S&P/TSX 60 INDEXSPTSX600.00%Equities
S&P 500 INDEXSPX0.00%Equities
Euro Stoxx 50 PrSX5E0.00%Equities
S&P/TSX SMALLCAP INDEXSPTSXS0.00%Equities
ISHARES INTERNATIONAL SELECTIDV UF0.00%Equities
BMO AGGREGATE BOND INDEX ETFZAG CT20.00%Fixed Income
BMO SHORT CORPORATE BOND INDZCS CT10.00%Fixed Income
BMO LONG PROVINCIAL BOND INDZPL CT20.00%Fixed Income
ISHARES CORE CANADIANUNIVERSXBB CT0.00%Fixed Income
ISHARES S&P/TSX CAPPED REITXRE CT45.00%Alternative
CASHCAONREPO5.00%Cash
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