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For Universal Life Investment Accounts

CI Diversified Yield Fund Class A

Tactical Balanced

As Of: May 31, 2022

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 33.02%
Foreign Corporate Bonds 31.06%
International Equity 15.66%
Income Trust Units 6.43%
Cash and Equivalents 5.49%
Other 8.34%

Sector Allocation

Sector Percent
Fixed Income 36.03%
Real Estate 23.01%
Financial Services 10.18%
Energy 9.29%
Cash and Cash Equivalent 5.49%
Other 16.00%

Geo Allocation

Region Percent
North America 80.25%
Europe 13.04%
Asia 5.03%
Latin America 1.69%
Africa and Middle East 0.07%
Other -0.08%

Top Holdings

Name Percent
CI Global Financial Sector ETF (FSF) 4.58%
Cheniere Energy Inc 3.18%
CI Gbl Infrastructure Private Pool ETF C$ (CINF) 2.90%
American Homes 4 Rent Cl A 2.82%
Canadian Dollars 2.71%
CI Global REIT Fund Series I 2.62%
Prologis Inc 2.41%
Alexandria Real Estate Equities Inc 2.37%
Williams Cos Inc 2.34%
Transurban Group - Units 2.28%

Category

Tactical Balanced

General Info

Inception Date Feb 14, 2011
MER 2.33%
Total Assets
(in millions)
$1,632.94

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 $17,123.85
Rate of Return +71.24%
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 -1.8 -2.8 -2.6 -6.0 1.6 3.8 2.8 5.1 4.8
Fundata Global Balanced Index -0.9 -7.3 -11.5 -12.3 -5.9 3.3 3.7 8.2 -
Quartile 4 2 1 2 1 3 3 3 -

Calendar Performance

2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Fund 14.4 -1.4 15.4 -4.9 3.7 4.7 0.7 8.5 10.5 13.7
Fundata Global Balanced Index 6.5 11.1 12.3 2.7 8.7 2.4 17.0 12.4 18.9 8.5
Quartile 1 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 12.75 10.69 8.40
Beta 1.25 1.03 0.80
Alpha 0.00 -0.01 -0.01
R-Squared 0.50 0.43 0.43
Sharpe Ratio 0.31 0.24 0.55
Sortino Ratio 0.15 0.05 0.37
Treynor 0.03 0.02 0.06
Tax Efficiency 41.50 16.48 55.34

Category

Tactical Balanced

General Info

Inception Date Feb 14, 2011
MER 2.33%
Total Assets
(in millions)
$1,632.94

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.