CI Signature Risk Adjusted Performance

0P0001FKWD  CAD 36.53  0.05  0.14%   
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CI Signature Cat has current Risk Adjusted Performance of 0.1625.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.1625
ER[a] = Expected return on investing in CI Signature
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

CI Signature Risk Adjusted Performance Peers Comparison

0P0001FKWD Risk Adjusted Performance Relative To Other Indicators

CI Signature Cat is third largest fund in risk adjusted performance among similar funds. It is third largest fund in maximum drawdown among similar funds reporting about  36.31  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for CI Signature Cat is roughly  36.31 
Compare CI Signature to Peers

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