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Cdn Corp Fixed Income
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Close (12-06-2024) |
$10.28 |
---|---|
Change |
-$0.03
(-0.29%)
|
Open | $10.28 |
---|---|
Day Range | $10.28 - $10.31 |
Volume | 3,395 |
As at October 31, 2024
As at October 31, 2024
Inception Return (June 01, 2011): 5.13%
Row Heading | Return | Annualized Return | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 Mth | 3 Mth | 6 Mth | YTD | 1 Yr | 2 Yr | 3 Yr | 4 Yr | 5 Yr | 6 Yr | 7 Yr | 8 Yr | 9 Yr | 10 Yr | |
Fund | 0.52% | 3.17% | 5.90% | 10.14% | 13.42% | 8.55% | 4.42% | 6.54% | 5.73% | 6.24% | 5.20% | 5.50% | 6.00% | 5.40% |
Benchmark | -0.41% | 2.08% | 6.64% | 5.45% | 12.99% | 7.77% | 1.49% | 0.88% | 1.92% | 3.14% | 2.68% | 2.56% | 2.96% | 2.96% |
Category Average | -0.56% | 6.37% | 6.37% | 5.24% | 12.76% | 7.49% | 0.99% | 0.59% | 1.45% | 2.51% | - | - | - | - |
Category Rank | 1 / 106 | 1 / 106 | 96 / 102 | 1 / 95 | 37 / 95 | 17 / 90 | 1 / 84 | 1 / 78 | 1 / 73 | 1 / 72 | 1 / 66 | 1 / 64 | 1 / 58 | 1 / 53 |
Quartile Ranking | 1 | 1 | 4 | 1 | 2 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
Return % | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Fund | 1.19% | 1.76% | 2.62% | 0.97% | 0.95% | -0.57% | 0.32% | -0.09% | 2.41% | 1.37% | 1.25% | 0.52% |
Benchmark | 3.64% | 3.39% | -0.70% | 0.25% | 0.60% | -1.26% | 1.47% | 0.98% | 1.96% | 0.45% | 2.04% | -0.41% |
5.11% (April 2020)
-13.03% (March 2020)
Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
---|---|---|---|---|---|---|---|---|---|---|
Fund | 5.61% | 1.97% | 13.29% | 5.10% | -2.80% | 14.67% | 6.24% | 5.96% | -0.60% | 4.37% |
Benchmark | 7.44% | 2.74% | 3.59% | 3.48% | 0.96% | 8.01% | 8.57% | -1.32% | -10.12% | 8.32% |
Category Average | - | - | - | - | - | 7.34% | 7.62% | -1.82% | -10.25% | 7.57% |
Quartile Ranking | 3 | 2 | 1 | 1 | 4 | 1 | 4 | 1 | 1 | 4 |
Category Rank | 39/ 52 | 18/ 53 | 1/ 58 | 1/ 64 | 66/ 66 | 1/ 72 | 73/ 73 | 1/ 79 | 1/ 84 | 91/ 91 |
14.67% (2019)
-2.80% (2018)
Name | Percent |
---|---|
Canadian Corporate Bonds | 51.38 |
Canadian Equity | 40.10 |
Cash and Equivalents | 6.87 |
Foreign Corporate Bonds | 1.65 |
Name | Percent |
---|---|
Consumer Goods | 18.67 |
Real Estate | 14.20 |
Consumer Services | 9.43 |
Industrial Services | 8.33 |
Utilities | 8.03 |
Other | 41.34 |
Name | Percent |
---|---|
North America | 100.00 |
Name | Percent |
---|---|
NFI Group Inc - Pfd | 8.64 |
Cineplex Inc - Debenture | 5.64 |
Cash and Cash Equivalents | 4.65 |
Premium Brands Holdings Corp - Debenture Cl G | 4.34 |
Innergex Renewable Energy Inc - Debenture Cl C | 4.29 |
Premium Brands Holdings Corp - Debenture Cl H | 4.27 |
ADVANTAGE ENERGY LTD 5.00% 30-Jun-2029 | 4.05 |
Storagevault Canada Inc - Debenture | 3.79 |
Innergex Renewable Energy Inc - Debenture Cl B | 3.74 |
Chemtrade Logistics Income Fund - Pfd | 3.66 |
CI Canadian Convertible Bond ETF - Common Units
Median
Other - Cdn Corp Fixed Income
Standard Deviation | 4.54% | 7.93% | 6.48% |
---|---|---|---|
Beta | 0.32% | 0.78% | 0.65% |
Alpha | 0.04% | 0.04% | 0.03% |
Rsquared | 0.17% | 0.39% | 0.26% |
Sharpe | 0.21% | 0.46% | 0.60% |
Sortino | 0.46% | 0.45% | 0.50% |
Treynor | 0.03% | 0.05% | 0.06% |
Tax Efficiency | 54.54% | 65.14% | 63.30% |
Volatility |
Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
---|---|---|---|---|
Standard Deviation | 3.26% | 4.54% | 7.93% | 6.48% |
Beta | 0.19% | 0.32% | 0.78% | 0.65% |
Alpha | 0.10% | 0.04% | 0.04% | 0.03% |
Rsquared | 0.10% | 0.17% | 0.39% | 0.26% |
Sharpe | 2.48% | 0.21% | 0.46% | 0.60% |
Sortino | 10.94% | 0.46% | 0.45% | 0.50% |
Treynor | 0.42% | 0.03% | 0.05% | 0.06% |
Tax Efficiency | 84.29% | 54.54% | 65.14% | 63.30% |
Start Date | June 01, 2011 |
---|---|
Instrument Type | Exchange Traded Fund |
Share Class | Do-It-Yourself |
Legal Status | Trust |
Sales Status | Open |
Currency | CAD |
Distribution Frequency | Monthly |
Assets ($mil) | $50 |
52 Week High | $10.36 |
52 Week Low | $8.33 |
Annual Dividend | $0.49 |
Annual Yield | - |
Index | - |
Shares Outstanding | - |
Registered Plan Eligible | Yes |
Exposure | 1x performance |
---|---|
Asset Class High | - |
Asset Class Medium | - |
Asset Class Low | - |
Leveraged | - |
Inverse | - |
Advisor Series | - |
Covered Call Strategy | No |
The investment objectives of CI Canadian Convertible Bond ETF are to provide holders with (i) quarterly cash distributions, and (ii) the opportunity for capital appreciation by investing on a capitalization weighted basis in a portfolio (the Convertible Portfolio ) of Convertible Bonds of Canadian issuers.
The Convertible ETF will invest on a capitalization weighted basis in Convertible Bonds which meet the Eligibility Criteria. Capitalization weightings are determined on the basis of a Convertible Bond's relative market capitalization to the total market capitalization of Convertible Bonds included in the Convertible Portfolio, on initial investment and on quarterly rebalancings.
Name | Start Date |
---|---|
Lee Goldman | 01-29-2021 |
Fund Manager | CI Global Asset Management |
---|---|
Advisor | CI Global Asset Management |
Custodian | CIBC Mellon Trust Company |
Registrar | TSX Trust Company |
Distributor | - |
Auditor | Ernst & Young LLP |
MER | 0.71% |
---|---|
Management Fee | 0.65% |
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