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Cdn Corp Fixed Income
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Close (07-25-2024) |
$9.83 |
---|---|
Change |
$0.00
(0.00%)
|
Open | $9.80 |
---|---|
Day Range | $9.76 - $9.89 |
Volume | 2,826 |
As at June 30, 2024
As at June 30, 2024
Inception Return (June 01, 2011): 4.82%
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 | -0.09% | -0.34% | 4.24% | 4.24% | 4.88% | 5.62% | 2.56% | 6.29% | 5.31% | 5.02% | 4.82% | 5.20% | 5.10% | 4.81% |
Benchmark | 0.98% | 1.17% | 1.32% | 1.32% | 6.73% | 5.23% | -0.12% | 0.09% | 1.33% | 2.27% | 2.13% | 2.18% | 2.42% | 2.67% |
Category Average | 0.95% | 1.23% | 1.23% | 1.23% | 6.25% | 4.82% | -0.75% | -0.13% | 0.84% | 1.64% | - | - | - | - |
Category Rank | 105 / 105 | 97 / 97 | 1 / 97 | 1 / 97 | 96 / 97 | 28 / 88 | 1 / 85 | 1 / 78 | 1 / 75 | 1 / 73 | 1 / 68 | 1 / 64 | 1 / 56 | 1 / 55 |
Quartile Ranking | 4 | 4 | 1 | 1 | 4 | 2 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
Return % | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Fund | 1.48% | -1.28% | -2.21% | -0.28% | 1.19% | 1.76% | 2.62% | 0.97% | 0.95% | -0.57% | 0.32% | -0.09% |
Benchmark | -0.36% | -0.02% | -1.75% | 0.45% | 3.64% | 3.39% | -0.70% | 0.25% | 0.60% | -1.26% | 1.47% | 0.98% |
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/ 54 | 19/ 55 | 1/ 60 | 1/ 66 | 68/ 68 | 1/ 74 | 75/ 75 | 1/ 81 | 1/ 86 | 93/ 93 |
14.67% (2019)
-2.80% (2018)
Name | Percent |
---|---|
Canadian Corporate Bonds | 60.74 |
Canadian Equity | 36.31 |
Foreign Corporate Bonds | 3.83 |
Cash and Equivalents | -0.87 |
Other | -0.01 |
Name | Percent |
---|---|
Consumer Goods | 16.79 |
Real Estate | 12.63 |
Consumer Services | 11.19 |
Basic Materials | 10.42 |
Industrial Services | 9.68 |
Other | 39.29 |
Name | Percent |
---|---|
North America | 100.00 |
Name | Percent |
---|---|
NFI Group Inc - Pfd | 7.27 |
Cineplex Inc - Debenture | 5.35 |
Premium Brands Holdings Corp - Debenture Cl G | 4.47 |
ADVANTAGE ENERGY LTD 5.00% 30-Jun-2029 | 3.89 |
Innergex Renewable Energy Inc - Debenture Cl B | 3.89 |
Ag Growth International Inc - Pfd | 3.81 |
Premium Brands Holdings Corp - Debenture Cl H | 3.68 |
Innergex Renewable Energy Inc - Debenture Cl C | 3.62 |
Storagevault Canada Inc - Debenture | 3.62 |
Extendicare Inc - Debenture | 3.39 |
CI Canadian Convertible Bond ETF - Common Units
Median
Other - Cdn Corp Fixed Income
Standard Deviation | 4.30% | 7.89% | 6.53% |
---|---|---|---|
Beta | 0.26% | 0.77% | 0.66% |
Alpha | 0.03% | 0.04% | 0.03% |
Rsquared | 0.13% | 0.38% | 0.25% |
Sharpe | -0.09% | 0.43% | 0.53% |
Sortino | -0.12% | 0.39% | 0.38% |
Treynor | -0.01% | 0.04% | 0.05% |
Tax Efficiency | 21.16% | 62.45% | 58.90% |
Volatility |
|
|
|
Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
---|---|---|---|---|
Standard Deviation | 4.73% | 4.30% | 7.89% | 6.53% |
Beta | 0.36% | 0.26% | 0.77% | 0.66% |
Alpha | 0.02% | 0.03% | 0.04% | 0.03% |
Rsquared | 0.19% | 0.13% | 0.38% | 0.25% |
Sharpe | 0.00% | -0.09% | 0.43% | 0.53% |
Sortino | 0.61% | -0.12% | 0.39% | 0.38% |
Treynor | 0.00% | -0.01% | 0.04% | 0.05% |
Tax Efficiency | 58.66% | 21.16% | 62.45% | 58.90% |
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) | $49 |
52 Week High | $10.36 |
52 Week Low | $8.16 |
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 Investments Inc |
---|---|
Advisor | CI Investments Inc |
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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