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Performance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in Brompton Enhanced Multi-Asset Income ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Different Benchmark Currency
BMAX.TO is traded in CAD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to CAD using the latest available exchange rates.
Returns By Period
Brompton Enhanced Multi-Asset Income ETF (BMAX.TO) has returned -2.51% so far this year and 13.77% over the past 12 months.
Brompton Enhanced Multi-Asset Income ETF
- 1D
- 1.60%
- 1M
- -6.63%
- YTD
- -2.51%
- 6M
- 0.67%
- 1Y
- 13.77%
- 3Y*
- 14.86%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.80%
- 1M
- -3.22%
- YTD
- -3.34%
- 6M
- -2.48%
- 1Y
- 12.46%
- 3Y*
- 17.80%
- 5Y*
- 12.48%
- 10Y*
- 12.91%
Monthly Returns
Based on dividend-adjusted daily data since Oct 20, 2022, BMAX.TO's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, your investment would double in approximately 4.8 years.
Historically, 69% of months were positive and 31% were negative. The best month was Nov 2023 with a return of +7.3%, while the worst month was Mar 2026 at -6.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, BMAX.TO closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +7.3%, while the worst single day was Apr 4, 2025 at -6.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.23% | 2.13% | -6.63% | -2.51% | |||||||||
| 2025 | 4.77% | 0.72% | -4.27% | -0.26% | 4.11% | 3.47% | 0.38% | 1.53% | 3.20% | 1.59% | 1.24% | 0.41% | 17.88% |
| 2024 | 2.42% | 4.03% | 3.45% | -3.01% | 4.26% | 1.07% | 1.23% | 3.51% | 1.33% | -0.41% | 5.25% | -4.75% | 19.42% |
| 2023 | 4.67% | -1.46% | -2.04% | 2.46% | -2.01% | 3.32% | 1.53% | -1.68% | -2.46% | -2.27% | 7.27% | 4.28% | 11.56% |
| 2022 | 5.10% | 5.04% | -3.89% | 6.10% |
Benchmark Metrics
Brompton Enhanced Multi-Asset Income ETF has an annualized alpha of 2.17%, beta of 0.68, and R² of 0.55 versus S&P 500 Index. Calculated based on daily prices since October 21, 2022.
- This ETF participated in 83.84% of S&P 500 Index downside but only 77.25% of its upside — more exposed to losses than it benefited from rallies.
- This ETF generated an annualized alpha of 2.17% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.68 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 2.17%
- Beta
- 0.68
- R²
- 0.55
- Upside Capture
- 77.25%
- Downside Capture
- 83.84%
Expense Ratio
BMAX.TO has a high expense ratio of 2.62%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
BMAX.TO ranks 49 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Brompton Enhanced Multi-Asset Income ETF (BMAX.TO) and compare them to a chosen benchmark (S&P 500 Index).
| BMAX.TO | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.69 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.06 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.17 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 1.14 | +0.09 |
Martin ratioReturn relative to average drawdown | 5.41 | 4.22 | +1.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore BMAX.TO risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Brompton Enhanced Multi-Asset Income ETF provided a 9.43% dividend yield over the last twelve months, with an annual payout of CA$1.32 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | CA$1.32 | CA$1.41 | CA$1.31 | CA$1.20 | CA$0.30 |
Dividend yield | 9.43% | 9.70% | 9.64% | 9.55% | 2.41% |
Monthly Dividends
The table displays the monthly dividend distributions for Brompton Enhanced Multi-Asset Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | CA$0.13 | CA$0.13 | CA$0.00 | CA$0.25 | |||||||||
| 2025 | CA$0.12 | CA$0.12 | CA$0.12 | CA$0.12 | CA$0.12 | CA$0.12 | CA$0.12 | CA$0.12 | CA$0.12 | CA$0.12 | CA$0.12 | CA$0.12 | CA$1.41 |
| 2024 | CA$0.10 | CA$0.10 | CA$0.10 | CA$0.10 | CA$0.10 | CA$0.10 | CA$0.12 | CA$0.12 | CA$0.12 | CA$0.12 | CA$0.12 | CA$0.12 | CA$1.31 |
| 2023 | CA$0.10 | CA$0.10 | CA$0.10 | CA$0.10 | CA$0.10 | CA$0.10 | CA$0.10 | CA$0.10 | CA$0.10 | CA$0.10 | CA$0.10 | CA$0.10 | CA$1.20 |
| 2022 | CA$0.10 | CA$0.10 | CA$0.10 | CA$0.30 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Brompton Enhanced Multi-Asset Income ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Brompton Enhanced Multi-Asset Income ETF was 15.42%, occurring on Apr 8, 2025. Recovery took 53 trading sessions.
The current Brompton Enhanced Multi-Asset Income ETF drawdown is 7.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.42% | Feb 20, 2025 | 34 | Apr 8, 2025 | 53 | Jun 24, 2025 | 87 |
| -9.35% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -8.32% | Jul 31, 2023 | 62 | Oct 27, 2023 | 16 | Nov 20, 2023 | 78 |
| -8.15% | Jan 23, 2023 | 37 | Mar 15, 2023 | 88 | Jul 20, 2023 | 125 |
| -6.69% | Dec 5, 2022 | 16 | Dec 28, 2022 | 16 | Jan 20, 2023 | 32 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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