Key stats
About CI US ENHANCED VALUE INDEX ETF UNHEDGED COMMON UNITS
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Inception date
Jan 16, 2024
Structure
Canadian Mutual Fund Trust (ON)
Replication method
Physical
Primary advisor
CI Investments, Inc.
The fund provides exposure to US value stocks. Starting with an initial universe of 1000 US large- and mid-cap companies, the index selects 100 equity securities with the highest value scores based on five fundamental factors: price-to-book, price-to-earnings, price-to-sales, dividend yield, and free cash flow yield. The index utilizes both current and forward-looking values to compute for each factor, except for the free cash flow yield, where only the forward-looking factor is used. Selected stocks are weighted by the product of their market capitalization and value score. The maximum weight for each security is capped at 7%. Sector constraints are also applied for portfolio diversification. The index rebalances semi-annually.
Classification
Returns
| 1 month | 3 months | Year to date | 1 year | 3 years | 5 years | |
|---|---|---|---|---|---|---|
| Price performance | — | — | — | — | — | — |
| NAV total return | — | — | — | — | — | — |
What's in the fund
Exposure type
Finance
Technology Services
Electronic Technology
Health Technology
Stocks99.46%
Finance18.87%
Technology Services16.49%
Electronic Technology12.32%
Health Technology10.52%
Energy Minerals6.28%
Retail Trade4.94%
Producer Manufacturing4.66%
Consumer Non-Durables4.41%
Health Services3.44%
Consumer Services3.42%
Utilities2.49%
Transportation2.40%
Communications2.37%
Process Industries1.68%
Consumer Durables1.46%
Distribution Services1.38%
Industrial Services0.86%
Commercial Services0.74%
Non-Energy Minerals0.73%
Bonds, Cash & Other0.46%
Cash0.35%
Temporary0.07%
Miscellaneous0.04%
Stock breakdown by region
North America97.30%
Europe2.66%
Oceania0.04%
Latin America0.00%
Asia0.00%
Africa0.00%
Middle East0.00%
Top 10 holdings
Dividends
Dividend payout history