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About CI GLOBAL MINIMUM DOWNSIDE VOLATILI UNHEDGED COM UNITS
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Inception date
Jan 19, 2023
The fund tracks an index of 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 from developed markets, 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
Communications
Consumer Non-Durables
Technology Services
Industrial Services
Finance
Stock breakdown by region