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About CI US MINIMUM DOWNSIDE VOLATILITY UNHEDGED COM UNITS
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Inception date
Jan 19, 2023
Structure
Canadian Mutual Fund Trust (ON)
Primary advisor
CI Investments, Inc.
The fund tracks an index of US stocks of various capitalization that exhibit lower downside volatility over the broader equity market. Through an optimizer, the passively managed fund seeks to hold a portfolio with a target number of stocks, as well as avoiding excessive sector concentration and index turnover. The underlying index minimizes downside volatility by selecting and weighting stocks through an optimized approach and the covariance matrix. The optimizer takes into consideration constraints for securities, sectors, and returns. The index is rebalanced semi-annually every January and July.
Classification
What's in the fund
Exposure type
Finance
Technology Services
Stock breakdown by region
Displays a symbol's price movements over previous years to identify recurring trends.