CI Emerging Markets Fund Series EF (CIG15173)

13.53 +0.06 (+0.47%) CAD  |  Dec 24 2024
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CIG15173 Alpha (Since Inception)

Alpha (Since Inception) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Alpha Definition

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Alpha measures the excess return that a security provides. Alpha can be measured by taking Risk Adjusted Security Return - Beta*(Risk Adjusted Market Return). This formula will return the outperformance that the security provides. Alpha is an important metric for active investing, where investors look for outperforming a particular benchmark.

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Alpha (Since Inception) Range, Past 5 Years

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Alpha (Since Inception) Benchmarks

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Emerging Markets Equity Corporate Cl OF Upgrade
Emerging Markets Equity Pool OF Upgrade
CI Emerging Markets Corporate Class F Upgrade
Franklin Martin Currie Sustnbl Em Mkts Fd Sr F Upgrade
RBC Vision Fossil Fuel Free EM Eqty Fd F Upgrade

Alpha (Since Inception) Related Metrics

Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Historical Sharpe Ratio (Since Inception) Upgrade
Historical Sortino (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade

Alpha (Since Inception) Excel Add-In Codes

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Metric Code: market_alpha_all
Latest Data Point: =YCP("M:CIG15173.TO", "market_alpha_all")
Last 5 Data Points: =YCS("M:CIG15173.TO", "market_alpha_all", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.