PortfoliosLab logoPortfoliosLab logo
CMAG.TO vs. CMNY.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMAG.TO vs. CMNY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Munro Alternative Global Growth Fund (CMAG.TO) and CI Money Market ETF CAD Series (CMNY.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CMAG.TO achieves a 19.65% return, which is significantly higher than CMNY.TO's 1.17% return.


CMAG.TO

1D
1.88%
1M
4.29%
YTD
19.65%
6M
18.78%
1Y
25.76%
3Y*
26.00%
5Y*
13.00%
10Y*

CMNY.TO

1D
0.00%
1M
0.20%
YTD
1.17%
6M
1.17%
1Y
2.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMAG.TO vs. CMNY.TO - Yearly Performance Comparison


2026 (YTD)202520242023
CMAG.TO
CI Munro Alternative Global Growth Fund
19.65%13.08%37.11%8.20%
CMNY.TO
CI Money Market ETF CAD Series
1.17%2.83%4.77%2.00%

Correlation

The correlation between CMAG.TO and CMNY.TO is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Aug 8, 2023

0.02

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CMAG.TO vs. CMNY.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CMAG.TO
CMAG.TO Risk / Return Rank: 4444
Overall Rank
CMAG.TO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
CMAG.TO Sortino Ratio Rank: 3939
Sortino Ratio Rank
CMAG.TO Omega Ratio Rank: 4141
Omega Ratio Rank
CMAG.TO Calmar Ratio Rank: 5353
Calmar Ratio Rank
CMAG.TO Martin Ratio Rank: 4444
Martin Ratio Rank

CMNY.TO
CMNY.TO Risk / Return Rank: 9999
Overall Rank
CMNY.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CMNY.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
CMNY.TO Omega Ratio Rank: 9999
Omega Ratio Rank
CMNY.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
CMNY.TO Martin Ratio Rank: 9999
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.

CMAG.TO vs. CMNY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Munro Alternative Global Growth Fund (CMAG.TO) and CI Money Market ETF CAD Series (CMNY.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


CMAG.TOCMNY.TODifference
Sharpe ratioReturn per unit of total volatility

-6.01

Sortino ratioReturn per unit of downside risk

-15.01

Omega ratioGain probability vs. loss probability

1.24

3.60

-2.36

Calmar ratioReturn relative to maximum drawdown

2.24

49.15

-46.90

Martin ratioReturn relative to average drawdown

6.23

197.17

-190.94

CMAG.TO vs. CMNY.TO - Sharpe Ratio Comparison

The current CMAG.TO Sharpe Ratio is 1.29, which is lower than the CMNY.TO Sharpe Ratio of 7.30. The chart below compares the historical Sharpe Ratios of CMAG.TO and CMNY.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CMAG.TO vs. CMNY.TO - Drawdown Comparison

The maximum CMAG.TO drawdown since its inception was -23.94%, which is greater than CMNY.TO's maximum drawdown of -0.83%. Use the drawdown chart below to compare losses from any high point for CMAG.TO and CMNY.TO.


Loading charts...

Drawdown Indicators


CMAG.TOCMNY.TODifference

Max Drawdown

Largest peak-to-trough decline

-23.94%

-0.83%

-23.11%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-0.05%

-11.49%

Max Drawdown (3Y)

Largest decline over 3 years

-18.87%

Max Drawdown (5Y)

Largest decline over 5 years

-23.94%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.12%

-0.05%

-8.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.14%

0.01%

+4.13%

Volatility

CMAG.TO vs. CMNY.TO - Volatility Comparison

CI Munro Alternative Global Growth Fund (CMAG.TO) has a higher volatility of 9.23% compared to CI Money Market ETF CAD Series (CMNY.TO) at 0.08%. This indicates that CMAG.TO's price experiences larger fluctuations and is considered to be riskier than CMNY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CMAG.TOCMNY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.23%

0.08%

+9.15%

Volatility (6M)

Calculated over the trailing 6-month period

17.19%

0.22%

+16.97%

Volatility (1Y)

Calculated over the trailing 1-year period

20.04%

0.34%

+19.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.02%

1.01%

+16.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.07%

1.01%

+16.06%

Dividends

CMAG.TO vs. CMNY.TO - Dividend Comparison

CMAG.TO has not paid dividends to shareholders, while CMNY.TO's dividend yield for the trailing twelve months is around 2.49%.


PositionTTM202520242023
CMAG.TO
CI Munro Alternative Global Growth Fund
0.00%0.21%0.00%0.00%
CMNY.TO
CI Money Market ETF CAD Series
2.49%2.89%4.64%2.02%

Frequently Asked Questions


CMAG.TO and CMNY.TO have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CMAG.TO is categorized as Long-Short, while CMNY.TO is Money Market.

Portfolio Optimizer

Find the right allocation for CMAG.TO and CMNY.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer