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About INVESCO S&P/TSX COMP LOW VOL IDX CAD UNITS
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Inception date
Apr 5, 2012
Structure
Canadian Mutual Fund Trust (ON)
Distributes
Capital Gains
Tax on distributions
Eligible Dividends
The fund tracks an index that focuses on Canadian equities that exhibit low-volatility. The index is designed to provide exposure to approximately 50 of the least volatile stocks included in the S&P/TSX Composite Index. This strategy stems from the issuers belief that lower volatility stocks have historically had higher dividend yields and better performance than the broader market. Volatility is computed as the standard deviation of a securitys daily price returns over the prior one year trading period. Constituents within the index are weighted relative to the inverse of their corresponding volatility, with the least volatile stocks receiving the highest weights. Index rebalancing is done quarterly.
Classification
What's in the fund
Exposure type
Finance
Utilities
Industrial Services
Stock breakdown by region
Displays a symbol's price movements over previous years to identify recurring trends.