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Canadian Equity
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Click for more information on Fundata’s ESG Grade
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2020, 2015
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|
NAVPS (05-01-2024) |
$25.94 |
|---|---|
| Change |
-$0.03
(-0.12%)
|
As at March 31, 2024
As at March 31, 2024
As at February 29, 2024
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Inception Return (February 13, 2012): 9.90%
| 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 | 2.29% | 8.27% | 14.62% | 8.27% | 6.91% | 2.29% | 8.28% | 16.89% | 10.24% | 9.24% | 9.37% | 9.80% | 7.16% | 7.95% |
| Benchmark | 4.14% | 6.62% | 15.26% | 6.62% | 13.96% | 3.95% | 9.11% | 16.99% | 9.96% | 9.65% | 8.48% | 9.70% | 7.76% | 7.67% |
| Category Average | 2.98% | 13.93% | 13.93% | 6.16% | 12.03% | 3.60% | 8.38% | 15.41% | 8.69% | 8.07% | 6.99% | 7.91% | 6.36% | 6.41% |
| Category Rank | 577 / 728 | 53 / 727 | 317 / 717 | 53 / 727 | 655 / 704 | 533 / 674 | 373 / 601 | 202 / 560 | 126 / 542 | 177 / 477 | 51 / 451 | 73 / 402 | 160 / 368 | 93 / 335 |
| Quartile Ranking | 4 | 1 | 2 | 1 | 4 | 4 | 3 | 2 | 1 | 2 | 1 | 1 | 2 | 2 |
| Return % | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -0.18% | -1.89% | 1.69% | 2.11% | -3.39% | -5.05% | -1.17% | 6.88% | 0.22% | 3.35% | 2.41% | 2.29% |
| Benchmark | 2.90% | -4.95% | 3.36% | 2.58% | -1.37% | -3.33% | -3.21% | 7.48% | 3.91% | 0.55% | 1.82% | 4.14% |
15.60% (April 2020)
-20.37% (March 2020)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 17.48% | -9.23% | 8.90% | 11.20% | -5.45% | 31.39% | 3.95% | 21.86% | -0.64% | 3.39% |
| Benchmark | 10.55% | -8.32% | 21.08% | 9.10% | -8.89% | 22.88% | 5.60% | 25.09% | -5.84% | 11.75% |
| Category Average | 9.54% | -6.15% | 16.46% | 6.89% | -9.47% | 19.21% | 3.42% | 23.26% | -4.82% | 9.85% |
| Quartile Ranking | 1 | 4 | 4 | 1 | 1 | 1 | 2 | 3 | 1 | 4 |
| Category Rank | 8/ 333 | 322/ 365 | 390/ 392 | 23/ 448 | 64/ 474 | 1/ 521 | 273/ 557 | 410/ 592 | 83/ 659 | 680/ 697 |
31.39% (2019)
-9.23% (2015)
| Name | Percent |
|---|---|
| Canadian Equity | 96.43 |
| Income Trust Units | 3.36 |
| Cash and Equivalents | 0.21 |
| Name | Percent |
|---|---|
| Consumer Services | 22.64 |
| Energy | 17.03 |
| Financial Services | 16.84 |
| Real Estate | 9.93 |
| Technology | 9.48 |
| Other | 24.08 |
| Name | Percent |
|---|---|
| North America | 100.00 |
| Name | Percent |
|---|---|
| Ivanhoe Mines Ltd Cl A | 3.67 |
| Gildan Activewear Inc Cl A | 3.60 |
| MEG Energy Corp | 3.58 |
| National Bank of Canada | 3.51 |
| Toromont Industries Ltd | 3.50 |
| Manulife Financial Corp | 3.48 |
| TMX Group Ltd | 3.44 |
| ARC Resources Ltd | 3.42 |
| Canadian National Railway Co | 3.41 |
| Gibson Energy Inc | 3.38 |
CI Morningstar Canada Momentum Index ETF - Common Units
Median
Other - Canadian Equity
| Standard Deviation | 13.84% | 17.43% | 14.56% |
|---|---|---|---|
| Beta | 0.90% | 1.00% | 1.00% |
| Alpha | 0.00% | 0.01% | 0.00% |
| Rsquared | 0.76% | 0.80% | 0.77% |
| Sharpe | 0.46% | 0.54% | 0.51% |
| Sortino | 0.62% | 0.67% | 0.56% |
| Treynor | 0.07% | 0.09% | 0.07% |
| Tax Efficiency | 92.11% | 94.41% | 93.21% |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 11.18% | 13.84% | 17.43% | 14.56% |
| Beta | 0.70% | 0.90% | 1.00% | 1.00% |
| Alpha | -0.02% | 0.00% | 0.01% | 0.00% |
| Rsquared | 0.64% | 0.76% | 0.80% | 0.77% |
| Sharpe | 0.23% | 0.46% | 0.54% | 0.51% |
| Sortino | 0.62% | 0.62% | 0.67% | 0.56% |
| Treynor | 0.04% | 0.07% | 0.09% | 0.07% |
| Tax Efficiency | 93.21% | 92.11% | 94.41% | 93.21% |
The E, S, and G scores are averaged for each security in the portfolio, to arrive at an ESG score for each security. We take the portfolio weighted average of the ESG scores for each fund and rank them against their peers to arrive at the Fundata ESG Score from 0-100.
Three scores under the Environment bucket are averaged to yield the Fundata Environment Score for each fund from 0-100: (1) Pollution Prevention, (2) Environmental Transparency, (3) Resource Efficiency.
Six scores under the Social bucket are averaged to yield the Fundata Social Score for each fund from 0-100. (1) Compensation and Satisfaction, (2) Diversity and Rights, (3) Education and Work Conditions, (4) Community and Charity, (5) Human Rights, (6) Sustainability Integration.
Three scores under the governance bucket are averaged to yield the Fundata Governance Score for each fund from 0-100: (1) Board Effectiveness, (2) Management Ethics, (3) Disclosure and Accountability.
Powered by OWL Analytics. For more information, please contact Fundata Canada.
| Start Date | February 13, 2012 |
|---|---|
| Instrument Type | Exchange Traded Fund |
| Share Class | Do-It-Yourself |
| Legal Status | Trust |
| Sales Status | - |
| Currency | CAD |
| Distribution Frequency | Quarterly |
| Assets ($mil) | $573 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| N/A | ||
The CI Morningstar Canada Momentum Index ETF has been designed to replicate the performance of the Morningstar Canada Target Momentum Index, net of expenses. The CI Morningstar Canada Momentum Index ETF invests in equity securities of the largest and most liquid Canadian issuers based on proprietary research generated by Morningstar, and is designed to provide diversified exposure to Canadian issuers which have demonstrated positive momentum in earnings and price.
The XTF Morningstar Canada Momentum Index ETF invests in equity securities of the largest and most liquid Canadian issuers based on proprietary research generated by Morningstar, and is designed to provide diversified exposure to Canadian issuers which have demonstrated, among other things, positive momentum in earnings and price.
| 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 |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | No |
| PAC Initial Investment | - |
| PAC Subsequent | - |
| SWP Allowed | No |
| SWP Min Balance | - |
| SWP Min Withdrawal | - |
| MER | 0.66% |
|---|---|
| Management Fee | 0.60% |
| Load | - |
| FE Max | - |
| DSC Max | - |
| Trailer Fee Max (FE) | - |
| Trailer Fee Max (DSC) | - |
| Trailer Fee Max (NL) | - |
| Trailer Fee Max (LL) | - |
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