CI Global Asset Allocation Private Pool (CGAA.TO)

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CI Global Asset Allocation Private Pool (CGAA.TO) is up 3.8% since the beginning of the year. CGAA.TO is currently trading at CA$31 per share. Investors who bought CA$1,000 worth of CGAA.TO shares 5 years ago would now be looking at an investment worth CA$1,419.

CI Global Asset Allocation Private Pool (CGAA.TO) has returned 3.81% so far this year and 12.82% over the past 12 months. Over the last ten years, CGAA.TO has returned 6.25% per year, falling short of the S&P 500 Index benchmark, which averaged 14.61% annually.

Based on dividend-adjusted daily data since Jul 23, 2008, CGAA.TO's average daily return is +0.02%, while the average monthly return is +0.38%. At this rate, an investment would double in approximately 15.2 years.

Historically, 57% of months were positive and 43% were negative. The best month was Dec 2008 with a return of +11.2%, while the worst month was Nov 2008 at -16.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, CGAA.TO closed higher 44% of trading days. The best single day was Nov 21, 2008 with a return of +8.2%, while the worst single day was Nov 20, 2008 at -16.7%.

CI Global Asset Allocation Private Pool has an annualized alpha of 2.56%, beta of 0.22, and R2 of 0.08 versus S&P 500 Index. Calculated based on daily prices since July 23, 2008.

• This ETF participated in 64.07% of S&P 500 Index downside but only 46.32% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.22 may look defensive, but with R2 of 0.08 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
• R2 of 0.08 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

CGAA.TO ranks 41 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

CI Global Asset Allocation Private Pool provided a 1.72% dividend yield over the last twelve months, with an annual payout of CA$0.54 per share.

The table displays the monthly dividend distributions for CI Global Asset Allocation Private Pool. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the CI Global Asset Allocation Private Pool. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the CI Global Asset Allocation Private Pool was 41.34%, occurring on Nov 20, 2008. Recovery took 479 trading sessions.

The current CI Global Asset Allocation Private Pool drawdown is 0.68%.

The chart below shows the rolling one-month volatility.