ETF Detail - Fund Library

Close (11-22-2024)	$9.91
Change	-$0.21 (-2.08%)

Open	$10.04
Day Range	$9.84 - $10.04
Volume	17,800

Closing Price / Volume

Period

Legend

CI Canadian Convertible Bond ETF - Common Units

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Fund Returns

Inception Return (June 01, 2011): 5.13%

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	0.52%	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

Monthly Return

Monthly Return
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%

Best Monthly Return Since Inception

5.11% (April 2020)

Worst Monthly Return Since Inception

-13.03% (March 2020)

Calendar Return (%)

Calendar Return
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

Best Calendar Return (Last 10 years)

14.67% (2019)

Worst Calendar Return (Last 10 years)

-2.80% (2018)

Asset Allocation

Asset Allocation
Name	Percent
Canadian Corporate Bonds	51.38
Canadian Equity	40.10
Cash and Equivalents	6.87
Foreign Corporate Bonds	1.65

Sector Allocation

Sector Allocation
Name	Percent
Consumer Goods	18.67
Real Estate	14.20
Consumer Services	9.43
Industrial Services	8.33
Utilities	8.03
Other	41.34

Geographic Allocation

Geographic Allocation
Name	Percent
North America	100.00

Top Holdings

Top Holdings
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

Equity Style

Fixed Income Style

Period:

Risk vs Return (3 Yr)

CI Canadian Convertible Bond ETF - Common Units

Median

Other - Cdn Corp Fixed Income

3 Yr Annualized

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

Risk Rating

Annualized Key Ratio Period Comparison

Key Ratio
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%

No data available

Fund Details

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	$8.32
Annual Dividend	$0.45
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 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.

Investment Strategy

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.

Portfolio Manager(s)

Name	Start Date
Lee Goldman	01-29-2021

Management and Organization

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

Fees

MER	0.71%
Management Fee	0.65%

CI Canadian Convertible Bond ETF - Common Units (CXF : TSX)

FundGrade A

FundGrade A+® Rating Recipient