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Canadian Equity
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|
Close (09-17-2024) |
$24.00 |
|---|---|
| Change |
$0.02
(0.08%)
|
| Open | $24.00 |
|---|---|
| Day Range | $24.00 - $24.00 |
| Volume | 100 |
As at August 31, 2024
As at August 31, 2024
As at July 31, 2024
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Inception Return (February 13, 2012): 9.44%
| 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 | 0.66% | 5.29% | 14.23% | 15.26% | 15.67% | 9.18% | 8.80% | 15.85% | 13.18% | 10.46% | 9.53% | 10.17% | 8.84% | 6.69% |
| Benchmark | 1.22% | 5.65% | 11.01% | 13.65% | 18.77% | 13.51% | 7.58% | 12.41% | 10.63% | 9.56% | 9.63% | 9.33% | 9.26% | 7.32% |
| Category Average | 0.52% | 8.64% | 8.64% | 12.00% | 16.69% | 11.45% | 6.76% | 11.65% | 9.29% | 7.94% | 8.03% | 7.66% | 7.66% | 6.08% |
| Category Rank | 394 / 730 | 449 / 726 | 7 / 720 | 72 / 719 | 554 / 708 | 631 / 689 | 139 / 622 | 58 / 583 | 33 / 545 | 50 / 500 | 128 / 466 | 50 / 437 | 142 / 381 | 195 / 360 |
| Quartile Ranking | 3 | 3 | 1 | 1 | 4 | 4 | 1 | 1 | 1 | 1 | 2 | 1 | 2 | 3 |
| Return % | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -4.16% | -1.03% | 4.10% | 1.64% | -0.42% | 1.33% | 4.79% | -0.79% | 4.36% | -1.10% | 5.77% | 0.66% |
| Benchmark | -3.33% | -3.21% | 7.48% | 3.91% | 0.55% | 1.82% | 4.14% | -1.82% | 2.77% | -1.42% | 5.87% | 1.22% |
22.84% (April 2020)
-24.60% (March 2020)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 7.96% | -14.84% | 18.97% | 12.59% | -16.30% | 24.08% | 6.32% | 31.73% | -1.52% | 6.18% |
| 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 | 4 | 4 | 2 | 1 | 4 | 1 | 1 | 1 | 1 | 4 |
| Category Rank | 255/ 336 | 368/ 368 | 163/ 396 | 14/ 450 | 469/ 476 | 52/ 523 | 127/ 552 | 38/ 587 | 118/ 654 | 654/ 693 |
31.73% (2021)
-16.30% (2018)
| Name | Percent |
|---|---|
| Canadian Equity | 92.94 |
| Income Trust Units | 3.84 |
| US Equity | 2.86 |
| Cash and Equivalents | 0.35 |
| Other | 0.01 |
| Name | Percent |
|---|---|
| Utilities | 21.15 |
| Basic Materials | 16.81 |
| Financial Services | 15.98 |
| Energy | 15.58 |
| Consumer Services | 14.12 |
| Other | 16.36 |
| Name | Percent |
|---|---|
| North America | 100.00 |
| Name | Percent |
|---|---|
| Boardwalk REIT - Units | 3.84 |
| TransAlta Corp | 3.78 |
| Kinross Gold Corp | 3.70 |
| Quebecor Inc Cl B | 3.61 |
| Empire Co Ltd Cl A | 3.59 |
| Atco Ltd Cl B | 3.59 |
| Metro Inc | 3.56 |
| George Weston Ltd | 3.55 |
| Eldorado Gold Corp | 3.53 |
| AltaGas Ltd | 3.48 |
CI Morningstar Canada Value Index ETF - Common Units
Median
Other - Canadian Equity
| Standard Deviation | 14.00% | 20.99% | 16.85% |
|---|---|---|---|
| Beta | 0.86% | 1.18% | 1.15% |
| Alpha | 0.02% | 0.01% | -0.01% |
| Rsquared | 0.71% | 0.78% | 0.76% |
| Sharpe | 0.44% | 0.60% | 0.38% |
| Sortino | 0.66% | 0.82% | 0.43% |
| Treynor | 0.07% | 0.11% | 0.06% |
| Tax Efficiency | 88.87% | 92.08% | 87.17% |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 10.35% | 14.00% | 20.99% | 16.85% |
| Beta | 0.76% | 0.86% | 1.18% | 1.15% |
| Alpha | 0.01% | 0.02% | 0.01% | -0.01% |
| Rsquared | 0.80% | 0.71% | 0.78% | 0.76% |
| Sharpe | 1.00% | 0.44% | 0.60% | 0.38% |
| Sortino | 2.45% | 0.66% | 0.82% | 0.43% |
| Treynor | 0.14% | 0.07% | 0.11% | 0.06% |
| Tax Efficiency | 92.60% | 88.87% | 92.08% | 87.17% |
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 | Open |
| Currency | CAD |
| Distribution Frequency | Quarterly |
| Assets ($mil) | $306 |
| 52 Week High | $23.98 |
| 52 Week Low | $19.22 |
| Annual Dividend | $0.60 |
| Annual Yield | - |
| Index | Morningstar Canada Target Value 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 CI Morningstar Canada Value Index ETF has been designed to replicate, to the extent possible, the performance of the Morningstar Canada Value Index, net of expenses. The investment strategy of the First Asset Morningstar Canada Value Index ETF is to invest in and hold Constituent Securities of the Morningstar Canada Value Index.
The XTF Morningstar Canada Value 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 are considered to be "good value" based on characteristics like low price to earnings and low price to cash flow ratios.
| 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 | 0.65% |
|---|---|
| Management Fee | 0.60% |
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