- Issuer
- Brompton
- Inception Date
- Oct 18, 2018
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Preferred Stock
Share Price Chart
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Performance
BPRF.TO Performance Chart
Brompton Flaherty & Crumrine Investment Grade Preferred ETF (BPRF.TO) is up 0.6% since the beginning of the year. BPRF.TO is currently trading at CA$22 per share. Investors who bought CA$1,000 worth of BPRF.TO shares 5 years ago would now be looking at an investment worth CA$1,092.
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Returns By Period
Brompton Flaherty & Crumrine Investment Grade Preferred ETF (BPRF.TO) has returned 0.58% so far this year and 3.83% over the past 12 months.
Brompton Flaherty & Crumrine Investment Grade Preferred ETF
- 1D
- 0.00%
- 1M
- -0.31%
- 6M
- 0.27%
- YTD
- 0.58%
- 1Y
- 3.83%
- 3Y*
- 8.27%
- 5Y*
- 1.77%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.31%
- 1M
- 0.87%
- 6M
- 10.62%
- YTD
- 13.50%
- 1Y
- 24.35%
- 3Y*
- 21.67%
- 5Y*
- 14.33%
- 10Y*
- 14.32%
BPRF.TO Monthly Returns History
Based on dividend-adjusted daily data since Oct 31, 2018, BPRF.TO's average daily return is +0.02%, while the average monthly return is +0.34%. At this rate, an investment would double in approximately 17.0 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +9.3%, while the worst month was Mar 2020 at -17.7%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 6 months.
On a daily basis, BPRF.TO closed higher 47% of trading days. The best single day was Mar 24, 2020 with a return of +13.1%, while the worst single day was Mar 18, 2020 at -15.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.17% | 0.75% | -2.10% | 2.21% | 0.44% | -0.75% | -0.09% | 0.58% | |||||
| 2025 | -0.95% | 1.54% | -0.56% | -0.96% | 1.52% | 1.20% | 0.44% | 1.01% | 0.57% | 0.52% | 1.09% | -0.61% | 4.85% |
| 2024 | 1.87% | 0.86% | 1.03% | -1.34% | 2.82% | 0.58% | 0.98% | 1.32% | 1.62% | 0.43% | 0.61% | 0.35% | 11.66% |
| 2023 | 4.92% | -0.77% | -7.03% | 1.80% | 0.02% | 0.31% | 2.50% | -0.26% | -0.31% | -1.78% | 4.06% | 3.68% | 6.76% |
| 2022 | -0.70% | -3.67% | -1.37% | -4.46% | -0.92% | -3.12% | 3.54% | -1.28% | -5.01% | -0.12% | 3.40% | -0.12% | -13.36% |
| 2021 | -0.69% | -0.81% | 1.39% | 1.37% | 0.43% | 1.28% | 0.94% | -0.13% | -0.25% | 0.50% | -2.07% | 1.77% | 3.72% |
Benchmark Metrics
Brompton Flaherty & Crumrine Investment Grade Preferred ETF has an annualized alpha of -1.05%, beta of 0.29, and R2 of 0.19 versus S&P 500 Index. Calculated based on daily prices since October 31, 2018.
- This ETF participated in 51.00% of S&P 500 Index downside but only 28.64% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.29 may look defensive, but with R2 of 0.19 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.19 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -1.05%
- Beta
- 0.29
- R²
- 0.19
- Upside Capture
- 28.64%
- Downside Capture
- 51.00%
Return for Risk
Risk / Return Rank
BPRF.TO ranks 25 for risk / return — below 25% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Brompton Flaherty & Crumrine Investment Grade Preferred ETF (BPRF.TO) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BPRF.TO | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.33 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 2.67 | -1.46 |
| Martin ratioReturn relative to average drawdown | 3.96 | 9.87 | -5.92 |
Dividends
Dividend History
Brompton Flaherty & Crumrine Investment Grade Preferred ETF provided a 5.91% 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 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Dividend | CA$1.32 | CA$1.32 | CA$1.32 | CA$1.32 | CA$1.25 | CA$1.25 | CA$1.25 | CA$1.14 |
Dividend yield | 5.91% | 5.78% | 5.72% | 6.02% | 5.71% | 4.69% | 4.65% | 4.27% |
Monthly Dividends
The table displays the monthly dividend distributions for Brompton Flaherty & Crumrine Investment Grade Preferred 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$0.11 | CA$0.11 | CA$0.11 | CA$0.11 | CA$0.11 | CA$0.11 | CA$0.00 | CA$0.66 | |||||
| 2025 | CA$0.11 | CA$0.11 | CA$0.11 | CA$0.11 | CA$0.11 | CA$0.11 | CA$0.11 | CA$0.11 | CA$0.11 | CA$0.11 | CA$0.11 | CA$0.11 | CA$1.32 |
| 2024 | CA$0.11 | CA$0.11 | CA$0.11 | CA$0.11 | CA$0.11 | CA$0.11 | CA$0.11 | CA$0.11 | CA$0.11 | CA$0.11 | CA$0.11 | CA$0.11 | CA$1.32 |
| 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$0.17 | CA$1.32 |
| 2022 | 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$1.25 |
| 2021 | 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$1.25 |
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 Flaherty & Crumrine Investment Grade Preferred 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 Flaherty & Crumrine Investment Grade Preferred ETF was 35.50%, occurring on Mar 23, 2020. Recovery took 167 trading sessions.
The current Brompton Flaherty & Crumrine Investment Grade Preferred ETF drawdown is 1.63%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-35.50%Mar 2020 | 1mo 1d | 8mo 1d | 9mo 2dFeb 2020 - Nov 2020 | COVID crash2020 |
-21.70%Mar 2023 | 1y 5mo | 2y 3mo | 3y 9moSep 2021 - Jun 2025 | — |
-4.64%Feb 2021 | 1mo 4d | 3mo 27d | 5mo 1dJan 2021 - Jun 2021 | — |
-4.44%Dec 2018 | 1mo 2d | 3mo 2d | 4mo 4dNov 2018 - Mar 2019 | Rate-hike selloffLate 2018 |
-3.60%Jan 2021 | 16d | 14d | 1moDec 2020 - Jan 2021 | — |
Drawdown Indicators
| BPRF.TO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.50% | -48.87% | +13.37% |
Max Drawdown (1Y)Largest decline over 1 year | -3.17% | -9.17% | +6.00% |
Max Drawdown (3Y)Largest decline over 3 years | -4.71% | -19.59% | +14.88% |
Max Drawdown (5Y)Largest decline over 5 years | -21.70% | -23.14% | +1.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.97% | — |
Current DrawdownCurrent decline from peak | -1.63% | -0.82% | -0.81% |
Average DrawdownAverage peak-to-trough decline | -6.58% | -9.63% | +3.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 2.47% | -1.50% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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