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Performance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in CI Money Market ETF CAD Series, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Different Benchmark Currency
CMNY.TO is traded in CAD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to CAD using the latest available exchange rates.
Returns By Period
CI Money Market ETF CAD Series (CMNY.TO) has returned 0.57% so far this year and 2.60% over the past 12 months.
CI Money Market ETF CAD Series
- 1D
- -0.02%
- 1M
- 0.18%
- YTD
- 0.57%
- 6M
- 1.16%
- 1Y
- 2.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.80%
- 1M
- -3.22%
- YTD
- -3.34%
- 6M
- -2.48%
- 1Y
- 12.46%
- 3Y*
- 17.80%
- 5Y*
- 12.48%
- 10Y*
- 12.91%
Monthly Returns
Based on dividend-adjusted daily data since Jul 25, 2023, CMNY.TO's average daily return is +0.02%, while the average monthly return is +0.32%. At this rate, your investment would double in approximately 18.1 years.
Historically, 100% of months were positive and 0% were negative. The best month was Aug 2024 with a return of +0.5%, while the worst month was Nov 2025 at 0.1%. The longest winning streak lasted 32 consecutive months, and the longest losing streak was 0 months.
On a daily basis, CMNY.TO closed higher 56% of trading days. The best single day was Dec 1, 2023 with a return of +0.9%, while the worst single day was Dec 4, 2023 at -0.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.20% | 0.19% | 0.18% | 0.57% | |||||||||
| 2025 | 0.30% | 0.24% | 0.25% | 0.21% | 0.28% | 0.25% | 0.21% | 0.23% | 0.22% | 0.25% | 0.13% | 0.21% | 2.83% |
| 2024 | 0.42% | 0.41% | 0.37% | 0.40% | 0.43% | 0.39% | 0.38% | 0.52% | 0.19% | 0.44% | 0.42% | 0.29% | 4.77% |
| 2023 | 0.47% | 0.46% | 0.38% | 0.41% | 0.40% | 2.14% |
Benchmark Metrics
CI Money Market ETF CAD Series has an annualized alpha of 3.95%, beta of 0.00, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since August 02, 2023.
- This ETF captured 8.24% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -15.36%) — a profile typical of hedging or uncorrelated assets.
- Beta of 0.00 may look defensive, but with R² of 0.00 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 0.00 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.
- Alpha
- 3.95%
- Beta
- 0.00
- R²
- 0.00
- Upside Capture
- 8.24%
- Downside Capture
- -15.36%
Expense Ratio
CMNY.TO has an expense ratio of 0.16%, which is considered low.
Return for Risk
Risk / Return Rank
CMNY.TO ranks 99 for risk / return — in the top 99% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for CI Money Market ETF CAD Series (CMNY.TO) and compare them to a chosen benchmark (S&P 500 Index).
| CMNY.TO | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 6.86 | 0.69 | +6.17 |
Sortino ratioReturn per unit of downside risk | 15.54 | 1.06 | +14.49 |
Omega ratioGain probability vs. loss probability | 3.35 | 1.17 | +2.18 |
Calmar ratioReturn relative to maximum drawdown | 43.70 | 1.14 | +42.56 |
Martin ratioReturn relative to average drawdown | 176.75 | 4.22 | +172.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore CMNY.TO risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
CI Money Market ETF CAD Series provided a 2.64% dividend yield over the last twelve months, with an annual payout of CA$1.32 per share.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | CA$1.32 | CA$1.45 | CA$2.32 | CA$1.01 |
Dividend yield | 2.64% | 2.89% | 4.64% | 2.02% |
Monthly Dividends
The table displays the monthly dividend distributions for CI Money Market ETF CAD Series. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | CA$0.11 | CA$0.09 | CA$0.09 | CA$0.29 | |||||||||
| 2025 | CA$0.17 | CA$0.12 | CA$0.13 | CA$0.13 | CA$0.12 | CA$0.13 | CA$0.13 | CA$0.12 | CA$0.10 | CA$0.12 | CA$0.09 | CA$0.09 | CA$1.45 |
| 2024 | CA$0.25 | CA$0.18 | CA$0.19 | CA$0.22 | CA$0.20 | CA$0.21 | CA$0.20 | CA$0.20 | CA$0.15 | CA$0.18 | CA$0.20 | CA$0.15 | CA$2.32 |
| 2023 | CA$0.22 | CA$0.21 | CA$0.20 | CA$0.21 | CA$0.18 | CA$1.01 |
Drawdowns
Drawdowns Chart
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the CI Money Market ETF CAD Series. 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 Money Market ETF CAD Series was 0.83%, occurring on Dec 6, 2023. Recovery took 39 trading sessions.
The current CI Money Market ETF CAD Series drawdown is 0.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -0.83% | Dec 4, 2023 | 3 | Dec 6, 2023 | 39 | Feb 2, 2024 | 42 |
| -0.42% | Aug 28, 2023 | 2 | Aug 29, 2023 | 17 | Sep 22, 2023 | 19 |
| -0.36% | Nov 26, 2024 | 1 | Nov 26, 2024 | 21 | Dec 27, 2024 | 22 |
| -0.22% | Feb 25, 2025 | 1 | Feb 25, 2025 | 20 | Mar 25, 2025 | 21 |
| -0.14% | Sep 3, 2024 | 1 | Sep 3, 2024 | 3 | Sep 6, 2024 | 4 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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