CI Mosaic Balanced ETF Portfolio Class A (CIG50050)

7.922 0.00 (0.00%) CAD  |  Dec 27 2024
More

CIG50050 Alpha (Since Inception)

Alpha (Since Inception) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Alpha (Since Inception) 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 (Since Inception) Range, Past 5 Years

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

Alpha (Since Inception) Benchmarks

View Alpha (Since Inception) Benchmarks
Start Trial
CI Mosaic Balanced Income ETF Portfolio A Upgrade
CI Mosaic Balanced Income ETF Portfolio Class A Upgrade
CI Select 60i40e Managed Portfolio Corporate Cl E Upgrade
CI Select 50i50e Managed Portfolio Corporate Cl E Upgrade
Sun Life Granite Moderate Cl Srs A 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

View Alpha (Since Inception) Excel Add-In Codes
Start Trial
Metric Code: market_alpha_all
Latest Data Point: =YCP("M:CIG50050.TO", "market_alpha_all")
Last 5 Data Points: =YCS("M:CIG50050.TO", "market_alpha_all", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.