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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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S&P 500 Index

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.17%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%
20241.87%0.86%1.03%-1.34%2.82%0.58%0.98%1.32%1.62%0.43%0.61%0.35%11.66%
20234.92%-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
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.


BPRF.TO Risk / Return Rank: 2525
Overall Rank
BPRF.TO Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BPRF.TO Sortino Ratio Rank: 2222
Sortino Ratio Rank
BPRF.TO Omega Ratio Rank: 2222
Omega Ratio Rank
BPRF.TO Calmar Ratio Rank: 2929
Calmar Ratio Rank
BPRF.TO Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.TOBenchmarkDifference
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.


4.50%5.00%5.50%6.00%CA$0.00CA$0.20CA$0.40CA$0.60CA$0.80CA$1.00CA$1.20CA$1.402019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
DividendCA$1.32CA$1.32CA$1.32CA$1.32CA$1.25CA$1.25CA$1.25CA$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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11CA$0.00CA$0.66
2025CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11CA$1.32
2024CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11CA$0.11CA$1.32
2023CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.17CA$1.32
2022CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$1.25
2021CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$0.10CA$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 1d8mo 1d
9mo 2dFeb 2020 - Nov 2020
COVID crash2020
-21.70%Mar 2023
1y 5mo2y 3mo
3y 9moSep 2021 - Jun 2025
-4.64%Feb 2021
1mo 4d3mo 27d
5mo 1dJan 2021 - Jun 2021
-4.44%Dec 2018
1mo 2d3mo 2d
4mo 4dNov 2018 - Mar 2019
Rate-hike selloffLate 2018
-3.60%Jan 2021
16d14d
1moDec 2020 - Jan 2021

Drawdown Indicators


BPRF.TOBenchmarkDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.63%

-0.82%

-0.81%

Average Drawdown

Average peak-to-trough decline

-6.58%

-9.63%

+3.05%

Ulcer Index

Depth 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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Portfolio Analyzer

Build a portfolio with BPRF.TO

Add Brompton Flaherty & Crumrine Investment Grade Preferred ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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