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Issuer
CI
Inception Date
Jun 11, 2020
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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CI Global Longevity Economy Fund

Performance

LONG.TO Performance Chart

CI Global Longevity Economy Fund (LONG.TO) is up 7.6% since the beginning of the year. LONG.TO is currently trading at CA$44 per share. Investors who bought CA$1,000 worth of LONG.TO shares 5 years ago would now be looking at an investment worth CA$1,640.


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S&P 500 Index

Returns By Period

CI Global Longevity Economy Fund (LONG.TO) has returned 7.64% so far this year and 21.51% over the past 12 months.


CI Global Longevity Economy Fund

1D
0.82%
1M
0.20%
YTD
7.64%
6M
7.66%
1Y
21.51%
3Y*
17.35%
5Y*
10.40%
10Y*

Benchmark (S&P 500 Index)

1D
0.93%
1M
1.99%
YTD
13.67%
6M
12.89%
1Y
25.52%
3Y*
21.80%
5Y*
14.76%
10Y*
14.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LONG.TO Monthly Returns History

Based on dividend-adjusted daily data since Jun 17, 2020, LONG.TO's average daily return is +0.06%, while the average monthly return is +1.13%. At this rate, an investment would double in approximately 5.1 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2026 with a return of +14.3%, while the worst month was Mar 2026 at -10.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, LONG.TO closed higher 40% of trading days. The best single day was Oct 9, 2020 with a return of +14.2%, while the worst single day was Apr 21, 2025 at -5.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.41%-3.58%-10.67%14.28%9.58%0.20%7.64%
20254.38%-5.29%-6.03%-3.88%0.99%4.31%4.41%1.64%0.16%7.83%0.53%-2.01%6.19%
20244.17%7.07%3.22%-2.66%5.32%4.89%-3.21%1.80%0.03%2.62%1.30%-0.77%25.86%
20232.68%0.38%-0.79%3.42%0.37%1.65%2.56%2.95%-4.40%-0.04%7.42%2.19%19.50%
2022-4.66%0.89%-0.00%-3.34%-4.14%-5.59%4.54%-1.49%-3.55%4.52%4.69%-0.50%-9.01%
20210.43%3.66%-0.99%3.18%-3.16%3.49%2.78%1.80%-0.64%0.86%-0.21%0.21%11.77%

Benchmark Metrics

CI Global Longevity Economy Fund has an annualized alpha of 11.76%, beta of 0.06, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since June 17, 2020.

  • This ETF participated in 71.43% of S&P 500 Index downside but only 68.04% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.06 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
11.76%
Beta
0.06
0.00
Upside Capture
68.04%
Downside Capture
71.43%

Return for Risk

Risk / Return Rank

LONG.TO ranks 42 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.


LONG.TO Risk / Return Rank: 4242
Overall Rank
LONG.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
LONG.TO Sortino Ratio Rank: 4545
Sortino Ratio Rank
LONG.TO Omega Ratio Rank: 4747
Omega Ratio Rank
LONG.TO Calmar Ratio Rank: 3333
Calmar Ratio Rank
LONG.TO Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for CI Global Longevity Economy Fund (LONG.TO) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LONG.TOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.26

1.35

-0.08

Calmar ratioReturn relative to maximum drawdown

1.46

2.79

-1.34

Martin ratioReturn relative to average drawdown

5.21

10.35

-5.14

Dividends

Dividend History

CI Global Longevity Economy Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of CA$0.00 per share.


0.00%0.05%0.10%0.15%0.20%0.25%0.30%0.35%CA$0.00CA$0.02CA$0.04CA$0.06CA$0.08CA$0.10202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
DividendCA$0.00CA$0.00CA$0.00CA$0.10

Dividend yield

0.00%0.00%0.00%0.33%

Monthly Dividends

The table displays the monthly dividend distributions for CI Global Longevity Economy Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00
2025CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00
2024CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00
2023CA$0.10CA$0.10

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 Global Longevity Economy 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 CI Global Longevity Economy Fund was 23.65%, occurring on Jun 17, 2022. Recovery took 304 trading sessions.

The current CI Global Longevity Economy Fund drawdown is 1.91%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-23.65%Jun 2022
5mo 18d1y 2mo
1y 8moDec 2021 - Sep 2023
2025 selloff2025
-22.45%Apr 2025
2mo 21d6mo 4d
8mo 25dJan 2025 - Oct 2025
2026 correction2026
-16.39%Mar 2026
2mo 17d1mo 15d
4mo 2dJan 2026 - May 2026
2024 pullback2024
-6.87%Sep 2024
1mo 24d2mo
3mo 24dJul 2024 - Nov 2024
2023 pullback2023
-6.31%Oct 2023
1mo 23d9d
2mo 2dSep 2023 - Nov 2023

Drawdown Indicators


LONG.TOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-23.65%

-48.87%

+25.22%

Max Drawdown (1Y)

Largest decline over 1 year

-16.39%

-9.17%

-7.22%

Max Drawdown (3Y)

Largest decline over 3 years

-22.45%

-19.59%

-2.86%

Max Drawdown (5Y)

Largest decline over 5 years

-23.65%

-23.14%

-0.51%

Max Drawdown (10Y)

Largest decline over 10 years

-27.97%

Current Drawdown

Current decline from peak

-1.91%

0.00%

-1.91%

Average Drawdown

Average peak-to-trough decline

-5.66%

-9.64%

+3.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

2.47%

+2.11%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with LONG.TO

Add CI Global Longevity Economy Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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