CI G520i 2035 Q2 Class O (CIG4407)

6.659 0.00 (0.00%) CAD  |  Dec 24 2024
More

CIG4407 Alpha (5Y)

Alpha (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Alpha (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Alpha Definition

View Alpha Definition
Start Trial

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.

Read full definition.

Alpha (5Y) Range, Past 5 Years

View Alpha (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Alpha (5Y) Benchmarks

View Alpha (5Y) Benchmarks
Start Trial
CI G520 2039 Q2 Class O Upgrade
CI G520 2039 Q3 Class O Upgrade
CI G520 2040 Q1 Class O Upgrade
CI G520 2040 Q4 Class O Upgrade
CI G520i 2036 Q2 Class O Upgrade

Alpha (5Y) Related Metrics

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

Alpha (5Y) Excel Add-In Codes

View Alpha (5Y) Excel Add-In Codes
Start Trial
Metric Code: market_alpha_60_month
Latest Data Point: =YCP("M:CIG4407.TO", "market_alpha_60_month")
Last 5 Data Points: =YCS("M:CIG4407.TO", "market_alpha_60_month", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.