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For Universal Life Investment Accounts

CI Diversified Yield Fund Class A

Tactical Balanced

As Of: Oct 31, 2021

Fund Objective

The fundamental investment objective of Signature Diversified Yield II Fund is to generate a high level of income through exposure to a portfolio of fixed income and high-yielding equity securities throughout the world.

Asset Allocation

Asset Percent
US Equity 33.19%
Foreign Corporate Bonds 24.11%
International Equity 18.34%
Cash and Equivalents 9.54%
Income Trust Units 6.60%
Other 8.22%

Sector Allocation

Sector Percent
Fixed Income 27.80%
Real Estate 19.45%
Financial Services 12.57%
Industrial Services 9.64%
Cash and Cash Equivalent 9.54%
Other 21.00%

Geo Allocation

Region Percent
North America 77.27%
Europe 13.46%
Asia 7.49%
Latin America 1.78%
Africa and Middle East 0.04%
Other -0.04%

Top Holdings

Name Percent
CI Systematic Yield Pool (Class I units) 12.17%
CI Global Financial Sector ETF (FSF) 6.15%
Cheniere Energy Inc 3.38%
Alexandria Real Estate Equities Inc 3.09%
Brookfield Asset Management Inc Cl A 3.02%
Prologis Inc 2.82%
American Homes 4 Rent 2.73%
CI Global REIT Fund Series I 2.55%
Williams Cos Inc 2.34%
Ferrovial SA 2.13%

Category

Tactical Balanced

General Info

Inception Date Feb 14, 2011
MER 2.33%
Total Assets
(in millions)
$1,782.52

UL Fees

Wave 33 or later
Life Dimensions (Low Fees) 0.50%
Life Dimensions 1.75%
Wealth Dimensions 0.50%

Fund Management Company

CI Investments Inc

Investment Style

This investment's style box characteristics are Large Growth.

Fund Growth

Period

Growth Summary

Table below lists the current growth and return for an investment of $10,000 at the fund's inception:

Investment Value $17,779.93
Rate of Return +77.80%
Values over period specified.

Legend

CI Diversified Yield Fund Class A

Fundata Global Balanced Index


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund 2.1 1.5 6.4 11.6 21.7 7.3 4.7 6.1 5.5
Fundata Global Balanced Index 0.1 0.0 3.9 3.8 10.1 9.6 7.6 9.6 -
Quartile 2 2 1 1 1 3 3 3 -

Calendar Performance

2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Fund -1.4 15.4 -4.9 3.7 4.7 0.7 8.5 10.5 13.7 -
Fundata Global Balanced Index 11.1 12.3 2.7 8.7 2.4 17.0 12.4 18.9 8.5 0.8
Quartile 4 1 4 4 3 4 3 4 1 -

Volatility

Volatility: 6

Risk vs. Return

Period

CI Diversified Yield Fund Class A

Median

Other - Tactical Balanced

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 12.95 10.56 8.24
Beta 1.62 1.14 0.84
Alpha -0.07 -0.03 -0.02
R-Squared 0.60 0.48 0.44
Sharpe Ratio 0.55 0.41 0.67
Sortino Ratio 0.48 0.25 0.52
Treynor 0.04 0.04 0.07
Tax Efficiency 68.24 48.91 -

Category

Tactical Balanced

General Info

Inception Date Feb 14, 2011
MER 2.33%
Total Assets
(in millions)
$1,782.52

UL Fees

Wave 33 or later
Life Dimensions (Low Fees) 0.50%
Life Dimensions 1.75%
Wealth Dimensions 0.50%

Fund Management Company

CI Investments Inc

Investment Style

This investment's style box characteristics are Large Growth.