ETF Detail - Fund Library

Close (04-24-2024)	$9.08
Change	$0.00 (0.00%)

Open	$9.08
Day Range	$9.08 - $9.09
Volume	1,800

Closing Price / Volume

Period

Legend

CI Investment Grade Bond ETF - Hedged Common Units

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Fund Returns

Inception Return (October 23, 2009): 2.85%

Fund Returns
Row Heading	Return				Annualized Return
Row Heading	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	0.58%	0.09%	6.93%	0.09%	4.08%	-0.04%	-1.75%	-0.22%	0.43%	0.96%	1.09%	1.74%	1.41%	1.67%
Benchmark	0.60%	0.15%	7.80%	0.15%	5.72%	2.15%	0.01%	1.81%	1.63%	2.14%	2.11%	2.35%	2.15%	2.74%
Category Average	0.57%	7.54%	7.54%	0.14%	4.99%	1.50%	-0.75%	1.55%	1.09%	1.47%	-	-	-	-
Category Rank	61 / 97	69 / 97	85 / 97	69 / 97	92 / 97	87 / 87	82 / 82	77 / 77	68 / 74	65 / 71	54 / 66	39 / 62	33 / 54	37 / 54
Quartile Ranking	3	3	4	3	4	4	4	4	4	4	4	3	3	3

Monthly Return

Monthly Return
Return %	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar
Fund	1.00%	-1.34%	-0.01%	-0.43%	-0.02%	-1.87%	-0.09%	3.39%	3.43%	-0.47%	-0.02%	0.58%
Benchmark	1.34%	-1.31%	0.19%	-0.36%	-0.02%	-1.75%	0.45%	3.64%	3.39%	-0.70%	0.25%	0.60%

Best Monthly Return Since Inception

4.28% (January 2010)

Worst Monthly Return Since Inception

-3.84% (June 2013)

Calendar Return (%)

Calendar Return
Return %	2014	2015	2016	2017	2018	2019	2020	2021	2022	2023
Fund	5.35%	0.20%	4.59%	4.54%	0.64%	6.30%	8.15%	-2.01%	-12.25%	6.25%
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	4	4	2	1	2	4	2	4	4	4
Category Rank	42/ 54	43/ 54	16/ 59	3/ 65	24/ 67	59/ 73	33/ 74	64/ 80	85/ 86	90/ 93

Best Calendar Return (Last 10 years)

8.15% (2020)

Worst Calendar Return (Last 10 years)

-12.25% (2022)

Asset Allocation

Asset Allocation
Name	Percent
Canadian Corporate Bonds	51.78
Canadian Government Bonds	29.55
Cash and Equivalents	13.02
Foreign Corporate Bonds	4.18
Foreign Government Bonds	1.65
Other	-0.18

Sector Allocation

Sector Allocation
Name	Percent
Fixed Income	87.14
Cash and Cash Equivalent	13.01
Other	-0.15

Geographic Allocation

Geographic Allocation
Name	Percent
North America	99.87
Europe	0.13

Top Holdings

Top Holdings
Name	Percent
Canada Government 0.50% 01-Dec-2030	4.32
Canada Government 3.25% 01-Dec-2033	3.09
Ontario Province 4.15% 02-Jun-2034	2.84
Ontario Province 4.15% 02-Dec-2054	2.62
Canada Government 2.75% 01-Jun-2033	2.21
Canada Government 2.50% 01-Dec-2032	2.10
Canada Government 2.25% 01-Jun-2029	1.88
Canada Government 3.50% 01-Mar-2034	1.77
Canada Government 2.00% 01-Jun-2028	1.47
Canada Government 1.75% 01-Dec-2053	1.42

Equity Style

Fixed Income Style

Average Duration: M. Average Credit Quality: M.

Period:

Risk vs Return (3 Yr)

CI Investment Grade Bond ETF - Hedged Common Units

Median

Other - Cdn Corp Fixed Income

3 Yr Annualized

Standard Deviation	5.74%	5.57%	4.46%
Beta	0.99%	0.85%	0.85%
Alpha	-0.02%	-0.01%	-0.01%
Rsquared	0.97%	0.92%	0.89%
Sharpe	-0.73%	-0.24%	0.08%
Sortino	-1.01%	-0.58%	-0.38%
Treynor	-0.04%	-0.02%	0.00%
Tax Efficiency	-	-	7.54%
Volatility

Risk Rating

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio	1 Yr	3 Yr	5 Yr	10 Yr
Standard Deviation	5.61%	5.74%	5.57%	4.46%
Beta	0.97%	0.99%	0.85%	0.85%
Alpha	-0.01%	-0.02%	-0.01%	-0.01%
Rsquared	0.98%	0.97%	0.92%	0.89%
Sharpe	-0.11%	-0.73%	-0.24%	0.08%
Sortino	0.40%	-1.01%	-0.58%	-0.38%
Treynor	-0.01%	-0.04%	-0.02%	0.00%
Tax Efficiency	58.51%	-	-	7.54%

No data available

Fund Details

Start Date	October 23, 2009
Instrument Type	Exchange Traded Fund
Share Class	Do-It-Yourself
Legal Status	Trust
Sales Status	-
Currency	CAD
Distribution Frequency	Monthly
Assets ($mil)	$214
52 Week High	$9.35
52 Week Low	$8.48
Annual Dividend	$0.38
Annual Yield	-
Index	-
Shares Outstanding	-
Registered Plan Eligible	Yes

ETF Characteristics

Exposure	1x performance
Asset Class High	-
Asset Class Medium	-
Asset Class Low	-
Leveraged	-
Inverse	-
Advisor Series	-
Covered Call Strategy	No

Investment Objectives

The objectives of the CI ETF are: (i) to provide unitholders with monthly cash distributions; and (ii) to maximize total returns for unitholders consisting primarily of monthly distributions, while reducing risk and preserving capital.

Investment Strategy

The portfolio shall consist primarily of U.S., Canadian and European investment grade bonds and investment grade debt securities. The CI ETF may also invest up to 20% of the Portfolio in non-investment grade debt securities or high-yield corporate bonds rated, in each case, BB- or better (by Standard and Poors, or the equivalent rating and another nationally recognized credit rating agency).

Portfolio Manager(s)

Name	Start Date
Paul Sandhu	10-16-2020
Adam Tuer	10-16-2020
CI Investments Inc	06-22-2021

Management and Organization

Fund Manager	CI Investments Inc
Advisor	CI Investments Inc
Custodian	CIBC Mellon Trust Company
Registrar	TSX Trust Company
Distributor	-
Auditor	Ernst & Young LLP

Fees

MER	0.77%
Management Fee	0.65%

CI Investment Grade Bond ETF - Hedged Common Units (FIG : TSX)

FundGrade E