# 

CI Global Health Sciences Corp Cl F

CIG224

  * NAV

31.31

  * TODAY'S CHANGE (%)

Trending Down-0.04 (-0.14%)




  * Investment Style

Mid Cap ValueMid Cap Value

  * 52 Week Range

Low 31.31

High 38.27

  * Distribution Yield

0.10%

  * MER

1.24

  * AUM

127.0M

  * RRSP Eligibility

Yes

  * Load Type

Front-end Load




  * Performance & Risk



Performance Over Time Table3 Months| 6 Months| 3 Years| 5 Years| 10 Years  
---|---|---|---|---  
CIG224| -2.79%| -5.95%| +3.83%| +3.80%| +11.33%  
Category Avg| +11.27%| +20.64%| +24.84%| +17.68%| +8.98%  
Quartile| 1st| 1st| 4th| 4th| 4th  
Total Funds| 90| 83| 68| 60| 51  
As of 2022-04-30  
All periods greater than 1-Year are annualized.  
  
## Trailing Returns Analysis

  * 3 Month Returns



The chart shows how frequently the fund’s 3-month return is positive or negative, since inception. Each bar is an observation period (the fund’s return for the previous 3-month, at month’s end). 

3 Month Returns Best/Worst TableBest/Worst Periods| Return| Period  
---|---|---  
Best 3 Month Return| +23.39%| October 2013 - January 2014  
Worst 3 Month Return| -17.37%| December 2015 - March 2016  
As of 2022-04-30  
  
## Risk & Return

Risk vs CategoryThis security has a risk rating of High Risk

  * Low Risk
  * Below Average
  * Average Risk
  * Above Average
  * High Risk



Return vs CategoryThis security has a return rating of High Return

  * Low Return
  * Below Average
  * Average Return
  * Above Average
  * High Return



3-Year Average. As of 2021-12-31

## Risk Measures

The risk measures below are calculated using the weighted average of the fund's equity holdings.

  * 1 Year



Risk Measures for 1 YearRisk Measure| CIG224| Category Avg  
---|---|---  
Beta Click to show description of Beta in next row.| 0.7| \---  
Beta is a measure of sensitivity of fund performance relative to changes in benchmark performance. A fund with a beta of 1.0 has tended to experience up and down movements of roughly the same magnitude as the benchmark, and a beta of 1.2 means that the movement of the fund is 1.2 times that of the benchmark. A higher beta means higher risk associated with the benchmark. When markets are trending up, high betas imply high returns, since a beta above 1.0 amplifies the market's movements. Confidence in beta must be qualified by an r-squared that approaches one.  
Standard Deviation Click to show description of Standard Deviation in next row.| 12.1| \---  
A statistical measure of the variation from an expected value. As it goes up, volatility increases making an investment riskier. This is an historical metric relating previous volatility to future performance.   
Alpha Click to show description of Alpha in next row.| -8.0| \---  
In performance terms alpha, also referred to as Jensen’s alpha, refers to the difference between an asset's actual return over a specified period versus the expected return using its volatility relative to the market as measured by the beta coefficient. Since some market theorists equate relative volatility with risk, the alpha coefficient is sometimes referred to as risk-adjusted return. A higher alpha is better than a lower alpha since it indicates added value for a given level of risk. A positive alpha figure also indicates that the fund has performed better than its beta would predict. A negative alpha indicates a fund has underperformed, given the expectations established by the fund's beta. However, confidence in alpha must be qualified by the strength of r-squared in the beta calculation. Confidence in alpha increases as the r-squared value approaches one.  
Sharpe Ratio Click to show description of Sharpe Ratio in next row.| -0.8| \---  
Developed by William F. Sharpe, the Sharpe ratio is a risk-adjusted measure of performance, also known as the reward-to-volatility ratio. It demonstrates whether portfolio returns were due to skillful investment selection or excessive risk. It is calculated as the average sub period excess return divided by the standard deviation of sub period excess returns over a given period. Sub period excess return is the difference between the investment return and the risk-free return for a sub period. A higher Sharpe ratio means better fund performance relative to the risk-free rate on a risk-adjusted basis.  
R-Squared Click to show description of R-Squared in next row.| 46.30| \---  
R-squared is a measure of the strength of linear relationship between fund performance and benchmark performance. It is the percentage of variability in fund performance explained by benchmark performance. R-squared ranges from 0 to 1, where 0 means no linear relationship and 1 means a perfect linear relationship. A higher r-squared indicates more reliable regression estimates such as alpha and beta.  
As of 2021-12-31