Sortino ratio is not yet available for CEQP.TO. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares CI Equity+ Asset Allocation ETF's Sortino Ratio with other ETFs in the Diversified Portfolio category across multiple time periods, showing how CEQP.TO's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| GRO.TO | Franklin Growth ETF Portfolio | 5.66 | |||
| CEQT.TO | CI Equity Asset Allocation ETF | 4.90 | |||
| XTR.TO | iShares Diversified Monthly Income ETF | 4.32 | |||
| MGRW.TO | Mackenzie Growth Allocation ETF | 3.96 | |||
| TGRO.TO | TD Growth ETF Portfolio | 3.73 | |||
| VGRO.TO | Vanguard Growth ETF Portfolio | 3.72 | |||
| HBAL.TO | Global X Balanced Asset Allocation ETF | 3.63 | |||
| VRIF.TO | Vanguard Retirement Income ETF Portfolio | 3.37 | |||
| VBAL.TO | Vanguard Balanced ETF Portfolio | 3.35 | |||
| FEQT.NEO | Fidelity All-in-One Equity ETF Fund | 3.30 | |||
| CEQP.TO | CI Equity+ Asset Allocation ETF | — |
Historical Sortino Ratio
The chart shows CEQP.TO's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when CEQP.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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