BMO Precious Metals Advisor
BMO97147

This mutual fund is not available for purchase through TD Direct Investing as it carries a trailing commission. The mutual fund provider has posted an alternative that does not have a trailing commission which can be found on the summary page for BMO95147 and the fund's Fund Facts. TD Direct Investing is not responsible for the accuracy of that data.
  • NAV
    38.22
  • TODAY'S CHANGE (%)
    0.15 (0.40%)
  • Investment Style
    Mid Cap Blend
  • 52 Week Range
    25.33
    42.73
  • Distribution Yield
    0.00%
  • MER
    2.40
  • AUM
    78.7M
  • RRSP Eligibility
    Yes
  • Load Type
    Back-end Load
  • Overall Morningstar Rating
    out of 93 funds

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With the Performance and Risk feature, you can quickly track a mutual fund’s performance over a variety of time horizons. You can also measure the risk and return of the fund compared with the fund category, and access a trailing returns analysis over multiple time periods.

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Performance Over Multiple Time Horizons

Performance Chart. See accessible table below
3 Months6 Months3 Years5 Years10 Years
BMO97147
+11.90%
+26.94%
+12.12%
+8.27%
+11.17%
Category Avg
+12.11%
+27.64%
+12.10%
+12.11%
+12.68%
Quartile
4th
3rd
3rd
4th
4th
Total Funds
64
63
58
56
43
As of 2024-10-31
All periods greater than 1-Year are annualized.

Trailing Returns Analysis

Bar Graph. See accessible table below
The chart shows how frequently the fund’s 3-month return is positive or negative, since inception. Each bar is an observation period (the fund’s return for the previous 3-month, at month’s end). How are observation periods calculated?
The trailing period’s return is calculated at the end of each month. The trailing period could be trailing 3 months, or trailing 1, 3, or 5 year returns. This is designed to give an idea of consistency as well as fund performance during previous market conditions.
Best/Worst PeriodsReturnPeriod
Best 3 Month Return
+63.05%
January 2016 - April 2016
Worst 3 Month Return
-28.04%
July 2014 - October 2014
As of 2024-10-31

Risk & Return

Risk vs Category
Return vs Category
3-Year Average. As of 2024-10-31

Risk Measures

The risk measures below are calculated using the weighted average of the fund's equity holdings.
Risk MeasureBMO97147Category Avg
0.9
1.0
Beta is a measure of sensitivity of fund performance relative to changes in benchmark performance. A fund with a beta of 1.0 has tended to experience up and down movements of roughly the same magnitude as the benchmark, and a beta of 1.2 means that the movement of the fund is 1.2 times that of the benchmark. A higher beta means higher risk associated with the benchmark. When markets are trending up, high betas imply high returns, since a beta above 1.0 amplifies the market's movements. Confidence in beta must be qualified by an r-squared that approaches one.
24.8
28.0
A statistical measure of the variation from an expected value. As it goes up, volatility increases making an investment riskier. This is an historical metric relating previous volatility to future performance.
6.3
6.9
In performance terms alpha, also referred to as Jensen’s alpha, refers to the difference between an asset's actual return over a specified period versus the expected return using its volatility relative to the market as measured by the beta coefficient. Since some market theorists equate relative volatility with risk, the alpha coefficient is sometimes referred to as risk-adjusted return. A higher alpha is better than a lower alpha since it indicates added value for a given level of risk. A positive alpha figure also indicates that the fund has performed better than its beta would predict. A negative alpha indicates a fund has underperformed, given the expectations established by the fund's beta. However, confidence in alpha must be qualified by the strength of r-squared in the beta calculation. Confidence in alpha increases as the r-squared value approaches one.
1.5
1.5
Developed by William F. Sharpe, the Sharpe ratio is a risk-adjusted measure of performance, also known as the reward-to-volatility ratio. It demonstrates whether portfolio returns were due to skillful investment selection or excessive risk. It is calculated as the average sub period excess return divided by the standard deviation of sub period excess returns over a given period. Sub period excess return is the difference between the investment return and the risk-free return for a sub period. A higher Sharpe ratio means better fund performance relative to the risk-free rate on a risk-adjusted basis.
94.46
91.43
R-squared is a measure of the strength of linear relationship between fund performance and benchmark performance. It is the percentage of variability in fund performance explained by benchmark performance. R-squared ranges from 0 to 1, where 0 means no linear relationship and 1 means a perfect linear relationship. A higher r-squared indicates more reliable regression estimates such as alpha and beta.
As of 2024-10-31