Benchmark Morningstar Category

Asset Allocation

 

BTG772

 
  Type % Net % Short % Long Benchmark Cat Avg
As of 31/10/2017
Cash 1.27 1.27 2.50 5.27
Canadian Equity 31.81 31.81 40.99 42.42
U.S. Equity 17.24 17.24 16.11 17.97
International Equity 19.45 19.45 10.20 5.42
Fixed Income 29.50 29.50 0.00 25.87
Other 0.73 0.73 30.20 3.05
 

Style Details

Avg Market Cap CAD
32,885 mil
 
Benchmark Market Cap CAD
39,840 mil
 
Category Avg Market Cap CAD
35,278 mil
Market Capitalization
Size % of Portfolio Benchmark Category Avg
Giant 37.74 48.62 45.53
Large 36.80 30.70 26.10
Medium 23.10 17.96 22.85
Small 2.20 2.67 5.11
Micro 0.15 0.05 0.41
Value & Growth Measures
Stock Portfolio Benchmark Category Avg
As of 31/10/2017
*Forward-looking based on historical data
Style and Market Cap Breakdown and Value and Growth Measures are calculated only using the long position holdings of the portfolio.
Price/Prospective Earnings* 16.81 17.21 17.57
Price/Book* 2.51 2.03 2.27
Price/Sales* 1.35 1.73 1.61
Price/Cash Flow* 5.99 6.81 7.01
Dividend Yield %* 2.62 2.71 2.61
Long-Term Earnings % 8.64 9.20 9.36
Historical Earnings % 5.87 1.39 2.29
Sales Growth % 3.20 0.53 2.42
Cash-Flow Growth % 2.18 -2.48 -2.21
Book-Value Growth % 3.04 2.70 1.24
 
Ownership Zone
Weighted Average of holdings

75% of fund's stock holdings
 
Holdings Style
Portfolio Weight%
> 50% 25–50% 10–25% 0–10%
Investment Style History
Year Style % Equity
*As of 31/10/2017
Style Box Detail calculations do not include the fund's short positions (if any).
2017* 68.50
2016 68.03
2015 67.70
2014 66.14
2013 66.50
Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 31/10/2017
2017 29.50
2016 30.23
2015 30.60
2014 31.60
2013 30.28
 
Bond Statistics
Detail Value
As of 31/10/2017, *As of 31/10/2017
Average Effective Duration
Average Effective Maturity (Years)*
Average Credit Quality A
Average Weighted Coupon* 3.19
Average Weighted Price* 107.53
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 22.76 0.00 30.00
AA 48.22 0.00 18.00
A 15.97 0.00 23.99
BBB 8.28 0.00 9.54
BB 0.00 0.00 2.60
B 0.00 0.00 1.42
Below B 0.00 0.00 0.88
Not Rated 4.77 100.00 13.57
As of 31/10/2017
Credit Quality is calculated only using the long position holdings of the portfolio.

Sector Weight

% Stocks Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
Cyclical
Basic Materials 8.58 8.98 5.33
Consumer Cyclical 10.26 7.05 6.89
Financial Services 24.90 27.32 28.95
Real Estate 2.58 4.21 5.95
Sensitive
Communication Services 10.28 5.00 6.59
Energy 6.61 14.40 12.45
Industrials 12.77 10.29 9.36
Technology 7.63 8.16 7.77
Defensive
Consumer Defensive 9.24 6.14 8.44
Healthcare 7.05 4.82 5.73
Utilities 0.10 3.63 2.54
As of 31/10/2017
Sector data is calculated only using the long position holdings of the portfolio.
Fixed-Income Sectors
Type % Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
Government 15.19 0.00 9.71
       
Corporate 14.18 0.19 17.46
       
Securitized 0.86 0.00 0.85
       
Municipal 0.00 0.00 0.00
       
Cash & Equivalents 1.27 2.50 5.36
       
Other 0.00 0.00 -0.02
As of 31/10/2017
Sector data is calculated only using the rescaled long position holdings of the portfolio.
Coupon Range
Type % Bonds Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
0% 0.00 4.32
0% to 4% 70.49 0.00 60.33
4% to 6% 20.87 0.00 28.64
6% to 8% 6.41 0.00 6.00
8% to 10% 2.23 0.00 0.57
10% to 12% 0.00 0.00 0.12
More than 12% 0.00 0.00 0.01
As of 31/10/2017
Sector data is calculated only using the long position holdings of the portfolio.

Top 10 Country Breakdown

 
% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
Canada 100.00 90.74
As of 31/10/2017
Country breakdown data is calculated only using the long rescaled holdings of the portfolio.

Bond Maturity Breakdown

 
% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 16.17 13.29
3 to 5 Years 22.79 29.06
5 to 7 Years 9.49 12.55
7 to 10 Years 14.86 13.59
10 to 15 Years 4.66 2.90
15 to 20 Years 4.57 2.98
20 to 30 Years 12.15 10.52
Over 30 Years 8.42 7.02
As of 31/10/2017

World Regions – Country Breakdown

 
% Stocks Benchmark Category Avg
As of 31/10/2017
Region breakdown data is calculated by using the long position holdings of the portfolio equity part only.
  Americas 71.60 84.87 91.17
North America 71.60 84.84 91.05
  United States 25.16 23.94 27.08
  Canada 46.44 60.90 63.96
Latin America 0.00 0.03 0.12
  Brazil 0.00 0.00 0.06
  Colombia 0.00 0.03 0.00
  Chile 0.00 0.00 0.01
  Mexico 0.00 0.00 0.03
  Trinidad & Tobago 0.00 0.00 0.01
  Greater Europe 23.60 9.25 5.85
United Kingdom 4.42 2.60 1.45
  United Kingdom 4.42 2.60 1.45
Europe Developed 19.18 6.53 4.26
  Ireland 0.00 0.05 0.08
  Finland 0.75 0.14 0.09
  Luxembourg 0.00 0.01 0.00
  Italy 0.64 0.29 0.12
  France 2.03 1.50 0.58
  Spain 0.00 0.50 0.14
  Germany 7.75 1.37 1.12
  Austria 0.00 0.04 0.04
  Belgium 0.00 0.18 0.11
  Netherlands 2.54 0.55 0.41
  Portugal 0.00 0.02 0.00
  Sweden 0.00 0.43 0.20
  Norway 2.51 0.10 0.20
  Denmark 1.13 0.28 0.49
  Switzerland 1.83 1.08 0.67
Europe Emerging 0.00 0.02 0.05
  Czech Republic 0.00 0.00 0.01
  Turkey 0.00 0.02 0.01
  Russia 0.00 0.00 0.03
Africa/Middle East 0.00 0.10 0.09
  South Africa 0.00 0.00 0.05
  Côte d'Ivoire 0.00 0.04 0.01
  Israel 0.00 0.05 0.03
  Greater Asia 4.80 5.88 2.98
Japan 2.99 3.54 1.17
  Japan 2.99 3.54 1.17
Australasia 0.88 1.47 0.75
  Australia 0.88 1.45 0.75
  New Zealand 0.00 0.02 0.01
Asia Developed 0.93 0.68 0.47
  Singapore 0.93 0.24 0.11
  Taiwan 0.00 0.00 0.11
  South Korea 0.00 0.00 0.18
  Macao 0.00 0.01 0.00
  Hong Kong 0.00 0.43 0.07
Asia Emerging 0.00 0.19 0.59
  Indonesia 0.00 0.00 0.02
  India 0.00 0.00 0.12
  China 0.00 0.18 0.41
  Thailand 0.00 0.00 0.02
  Philippines 0.00 0.01 0.00
  Papua New Guinea 0.00 0.01 0.00
Market Classification
% Developed Markets 100.00 99.72 99.19
% Emerging Markets 0.00 0.28 0.81
 
Greater Asia Americas Greater Europe
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