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Evolve Global Healthcare Enhanced Yield Fund (LIFE...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINCA30051T1012
CUSIP30051T101
Leveraged1x

Share Price Chart


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Compare to other instruments

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Popular comparisons: LIFE.TO vs. PRM.TO, LIFE.TO vs. XHC.TO, LIFE.TO vs. SURI, LIFE.TO vs. VDY.TO, LIFE.TO vs. VHT

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Evolve Global Healthcare Enhanced Yield Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-0.87%
16.11%
LIFE.TO (Evolve Global Healthcare Enhanced Yield Fund)
Benchmark (^GSPC)

Returns By Period

Evolve Global Healthcare Enhanced Yield Fund had a return of 5.12% year-to-date (YTD) and 11.50% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date5.12%25.23%
1 month-3.73%3.86%
6 months-0.87%14.56%
1 year11.50%36.29%
5 years (annualized)8.51%14.10%
10 years (annualized)N/A11.37%

Monthly Returns

The table below presents the monthly returns of LIFE.TO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.33%0.83%2.66%-4.14%2.40%2.45%1.95%3.32%-3.34%-4.60%5.12%
2023-0.68%-2.51%3.56%2.52%-3.07%2.25%-0.61%1.28%-2.13%-4.23%4.42%3.77%4.15%
2022-6.05%-0.55%5.79%-1.86%1.05%-2.66%2.48%-6.65%-2.68%8.20%5.47%-0.94%0.41%
20210.83%-2.25%2.74%2.97%1.79%4.24%3.60%3.07%-5.22%4.07%-3.21%6.18%19.76%
2020-0.56%-8.01%0.16%10.65%1.64%0.91%-0.56%2.22%-0.73%-6.80%8.20%1.75%7.65%
20194.26%4.03%-0.56%-2.97%1.85%0.36%0.17%2.31%1.41%2.56%3.30%2.63%20.88%
2018902,266.67%-3.49%-1.96%-2.90%-1.03%1.04%5.86%1.08%0.96%-4.67%1.84%-6.46%813,246.67%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of LIFE.TO is 32, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of LIFE.TO is 3232
Combined Rank
The Sharpe Ratio Rank of LIFE.TO is 3030Sharpe Ratio Rank
The Sortino Ratio Rank of LIFE.TO is 2929Sortino Ratio Rank
The Omega Ratio Rank of LIFE.TO is 2626Omega Ratio Rank
The Calmar Ratio Rank of LIFE.TO is 4646Calmar Ratio Rank
The Martin Ratio Rank of LIFE.TO is 2828Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Evolve Global Healthcare Enhanced Yield Fund (LIFE.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


LIFE.TO
Sharpe ratio
The chart of Sharpe ratio for LIFE.TO, currently valued at 1.20, compared to the broader market-2.000.002.004.001.20
Sortino ratio
The chart of Sortino ratio for LIFE.TO, currently valued at 1.72, compared to the broader market-2.000.002.004.006.008.0010.0012.001.72
Omega ratio
The chart of Omega ratio for LIFE.TO, currently valued at 1.20, compared to the broader market1.001.502.002.503.001.20
Calmar ratio
The chart of Calmar ratio for LIFE.TO, currently valued at 1.36, compared to the broader market0.005.0010.0015.001.36
Martin ratio
The chart of Martin ratio for LIFE.TO, currently valued at 4.66, compared to the broader market0.0020.0040.0060.0080.00100.004.66
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.94, compared to the broader market-2.000.002.004.002.94
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.93, compared to the broader market-2.000.002.004.006.008.0010.0012.003.93
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market1.001.502.002.503.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.89, compared to the broader market0.005.0010.0015.003.89
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.19, compared to the broader market0.0020.0040.0060.0080.00100.0019.19

Sharpe Ratio

The current Evolve Global Healthcare Enhanced Yield Fund Sharpe ratio is 1.20. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Evolve Global Healthcare Enhanced Yield Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
1.20
3.24
LIFE.TO (Evolve Global Healthcare Enhanced Yield Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Evolve Global Healthcare Enhanced Yield Fund provided a 6.12% dividend yield over the last twelve months, with an annual payout of CA$1.28 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%1,000,000.00%2,000,000.00%3,000,000.00%4,000,000.00%5,000,000.00%6,000,000.00%7,000,000.00%CA$0.00CA$200,000.00CA$400,000.00CA$600,000.00CA$800,000.00CA$1,000,000.00CA$1,200,000.00201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018
DividendCA$1.28CA$1.92CA$1.80CA$1.53CA$1.50CA$600,000.69CA$1,200,000.00

Dividend yield

6.12%9.24%8.20%6.46%7.09%2,839,567.87%6,633,719.19%

Monthly Dividends

The table displays the monthly dividend distributions for Evolve Global Healthcare Enhanced Yield Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024CA$0.16CA$0.16CA$0.16CA$0.16CA$0.16CA$0.16CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.96
2023CA$0.16CA$0.16CA$0.16CA$0.16CA$0.16CA$0.16CA$0.16CA$0.16CA$0.16CA$0.16CA$0.16CA$0.16CA$1.92
2022CA$0.14CA$0.14CA$0.14CA$0.14CA$0.14CA$0.16CA$0.16CA$0.16CA$0.16CA$0.16CA$0.16CA$0.16CA$1.80
2021CA$0.13CA$0.13CA$0.13CA$0.13CA$0.13CA$0.13CA$0.13CA$0.13CA$0.13CA$0.14CA$0.14CA$0.14CA$1.53
2020CA$0.13CA$0.13CA$0.13CA$0.13CA$0.13CA$0.13CA$0.13CA$0.13CA$0.13CA$0.13CA$0.13CA$0.13CA$1.50
2019CA$100,000.00CA$100,000.00CA$100,000.00CA$100,000.00CA$100,000.00CA$100,000.00CA$0.12CA$0.12CA$0.12CA$0.12CA$0.12CA$0.12CA$600,000.69
2018CA$100,000.00CA$100,000.00CA$100,000.00CA$100,000.00CA$100,000.00CA$100,000.00CA$100,000.00CA$100,000.00CA$100,000.00CA$100,000.00CA$100,000.00CA$100,000.00CA$1,200,000.00

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.09%
0
LIFE.TO (Evolve Global Healthcare Enhanced Yield Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Evolve Global Healthcare Enhanced Yield Fund. 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 Evolve Global Healthcare Enhanced Yield Fund was 20.04%, occurring on Mar 20, 2020. Recovery took 25 trading sessions.

The current Evolve Global Healthcare Enhanced Yield Fund drawdown is 8.09%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.04%Feb 12, 202027Mar 20, 202025Apr 27, 202052
-14.75%Apr 11, 2022116Sep 26, 2022143Apr 21, 2023259
-11.24%Jan 24, 2018233Dec 27, 2018211Oct 29, 2019444
-9.36%Apr 25, 2023129Oct 27, 202344Jan 2, 2024173
-9.33%Aug 27, 2021123Feb 23, 202230Apr 6, 2022153

Volatility

Volatility Chart

The current Evolve Global Healthcare Enhanced Yield Fund volatility is 2.97%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.97%
4.36%
LIFE.TO (Evolve Global Healthcare Enhanced Yield Fund)
Benchmark (^GSPC)