|
Columbia Diversified Fixed Income Allocation ETF
|
|||||||||||||||||
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| DIAL tracks an index comprised of six sub-indexes, each representing a different sector within the fixed income space. The index allocates fixed weights to each of the six sectors. |
| Category | Aggregate |
| Fund Sponsor | Columbia |
| Website | www.columbiathreadneedleetf.com/dial |
| Inception date | Oct 12, 2017 |
| Assets (mns) | $377 |
| Currency | USD |
| Expense ratio | 28 bp |
| Distributions | Monthly |
| Regulation | Open-Ended Fund |
| Custodian | |
| Weighting | Tiered |
| Index replication |
| No. of constituents | 227 |
| No of distinct issuers | 209 |
| Inflation protected | 0% |
| Variable/Fixed coupon | -5% /105% |
| Non-standard maturity (callable, etc.) | 57% |
| 0.0% // | 5.2 % |
| 0.0% // | 4.1 % |
| 0.0% // | 3.9 % |
| 0.0% // | 3.7 % |
| 0.0% // | 2.6 % |
| 0.0% // | 2.2 % |
| 0.0% // | 1.9 % |
| 0.0% // | 1.3 % |
| 0.0% // | 1.0 % |
| 0.0% // | 1.0 % |
| TOTAL | 26.9 % |
|---|
| U.S. TREASURY | 17.4% |
| FANNIE MAE | 7.0% |
| FREDDIE MAC | 2.4% |
| PETROLEOS MEXICANOS SA | 1.3% |
| PETROBRAS GLOBAL FINANCE BV | 1.2% |
 |
UNITED STATES | 68.5 % |
 |
CANADA | 2.2 % |
 |
MEXICO | 2.1 % |
 |
ITALY | 1.9 % |
 |
INDONESIA | 1.7 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 5.4% | 4.2% | -0.4% | -- | 1.9% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.14 | 85% |
| S&P500 | 0.44 | 57% |
| MSCI EAFE | 0.46 | 70% |
| MSCI Emg. Mkts. | 0.40 | 56% |
| Recent close | $18.33 |
| 30d moving avg. | $18.10 |
| Annualized volatility | 8.8% |
| Short interest (ETF) | 0.0% |
| Relative strength (RSI) | 63 |
| Avg. volume (thou.) | 53 |
| Avg. daily value traded (mns) | $1 |
| Turnover | 0.3% |
| Bid/Ask (% of price) | 0.07 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| DIAL | 6.5 yrs | Category Avg.* |
4.8 yrs |
| DIAL | 6.4% | Category Avg.* |
4.7% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 8.23% | -15.5% | $15.48 |
| +200 bp | 7.23% | -11.1% | $16.28 |
| +150 bp | 6.73% | -8.7% | $16.74 |
| +100 bp | 6.23% | -6.0% | $17.23 |
| +75 bp | 5.98% | -4.5% | $17.49 |
| +50 bp | 5.73% | -3.1% | $17.76 |
| +25 bp | 5.48% | -1.6% | $18.04 |
| 0 bp | 5.23% | 0% | $18.33 |
| -25 bp | 4.98% | 1.6% | $18.62 |
| -50 bp | 4.73% | 3.3% | $18.93 |
| -75 bp | 4.48% | 5.0% | $19.24 |
| -100 bp | 4.23% | 6.7% | $19.56 |
| -150 bp | 3.73% | 10.4% | $20.23 |
| -200 bp | 3.23% | 14.3% | $20.94 |
| -300 bp | 2.23% | 22.6% | $22.47 |
*Fund Category: AGGREGATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
523 | bp |
| Less: Annual "default factor" |
58 | bp |
| Less: Expense ratio | 28 | bp |
| Equals: ALTAR Score | 4.37 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.9% |
| Corporate | 3.8% |
| Emerging Market | 5.4% |
| Government | 6.9% |
| Inflation Protected | 2.1% |
| Mortgage | 4.8% |
| Municipals | 3.4% |
| *Note: The Columbia Diversified Fixed Income Allocation ETF is classified as a Aggregate fund. | |