CI Enhanced Short Etf Market Value
| FSB Etf | CAD 9.62 -0.01 -0.10% |
| Symbol | FSB |
CI Enhanced 'What if' Analysis
Running a what-if backtest on CI Enhanced Short gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Used properly, this review helps investors decide whether CI Enhanced's historical reward profile was stable enough to support the current thesis.
| 12/11/2025 |
| 03/11/2026 |
If you invested 0.00 in CI Enhanced on December 11, 2025 and closed the position today, you would earn 0.00 in net gains. This reflects a 0.0% return on investment in CI Enhanced in total across 90 days.. CI Enhanced is related to or competes with Hamilton Bond, Harvest Premium, IShares Canadian, IShares ESG, Picton Mahoney, BMO Floating, and IShares SAMPPTSX. This provides context for relative positioning. The First Asset ETFs investment objective is to provide absolute returns through interest income and capital gains and i... More
CI Enhanced Upside and Downside Indicators Snapshot
Upside and downside indicators for CI Enhanced summarize momentum balance and potential range context for the ETF. They provide a structured view of short-term momentum and range behavior.
| Downside Deviation | 0.1706 | |||
| Information Ratio | 0.0905 | |||
| Maximum Drawdown | 0.522 | |||
| Value At Risk | -0.21 | |||
| Potential Upside | 0.209 |
CI Enhanced Market Risk Indicators Snapshot
Market risk indicators summarize volatility and return dispersion for CI Enhanced. The signals are informational and describe volatility patterns.| Risk Adjusted Performance | 0.0076 | |||
| Jensen Alpha | 1.0E-4 | |||
| Total Risk Alpha | 0.0018 | |||
| Sortino Ratio | 0.0718 | |||
| Treynor Ratio | -0.01 |
Mean reversion is the tendency of CI Enhanced's price to return to its historical average after periods of extreme deviation. Investors who identify when CI Enhanced's is significantly above or below its mean may find compelling entry or exit opportunities.
CI Enhanced Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0076 | |||
| Market Risk Adjusted Performance | -0.0002 | |||
| Mean Deviation | 0.104 | |||
| Semi Deviation | 0.058 | |||
| Downside Deviation | 0.1706 | |||
| Coefficient Of Variation | 1413.24 | |||
| Standard Deviation | 0.1352 | |||
| Variance | 0.0183 | |||
| Information Ratio | 0.0905 | |||
| Jensen Alpha | 1.0E-4 | |||
| Total Risk Alpha | 0.0018 | |||
| Sortino Ratio | 0.0718 | |||
| Treynor Ratio | -0.01 | |||
| Maximum Drawdown | 0.522 | |||
| Value At Risk | -0.21 | |||
| Potential Upside | 0.209 | |||
| Downside Variance | 0.0291 | |||
| Semi Variance | 0.0034 | |||
| Expected Short fall | -0.16 | |||
| Skewness | -0.21 | |||
| Kurtosis | -0.39 |
CI Enhanced Short Backtested Returns
CI Enhanced reflects a very low volatility profile within the chosen horizon. It exhibits a Sharpe Ratio (Efficiency) of 0.0913, indicating risk-adjusted returns over the last 3 months. Technical screening detected twenty-nine indicators influencing risk dynamics. Please evaluate metrics such as Coefficient Of Variation of 1413.24, market risk-adjusted performance of -0.0002, and standard deviation of 0.1352 to verify consistency between risk and return assumptions. The etf maintains a market beta of 0.0423, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CI Enhanced's returns are expected to increase less than the market. However, during a bear market, the loss from holding CI Enhanced is expected to be smaller as well.
Auto-correlation | 0.74 |
Good predictability
CI Enhanced Short exhibits good predictability. Autocorrelation measures the degree of predictability between CI Enhanced time series from 11th of December 2025 to 25th of January 2026 and from 25th of January 2026 to 11th of March 2026. The stronger the relationship between the current interval and its lagged values, the more accurately future price behavior of CI Enhanced Short may be projected. A serial correlation of 0.74 indicates that around 74.0% of current CI Enhanced price fluctuations can be explained by its historical price movements.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Pair Trading with CI Enhanced
Pair trading with CI Enhanced can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
Moving together with FSB Etf
| 0.87 | PCOR | PIMCO Managed Core | PairCorr |
| 0.92 | CPLS | CIBC Core Plus | PairCorr |
| 0.86 | XSE | iShares Conservative | PairCorr |
| 0.76 | MGB | Mackenzie Core Plus | PairCorr |
| 0.86 | XSC | iShares Conservative | PairCorr |
Moving against FSB Etf
| 0.88 | HXD | BetaPro SAMPPTSX | PairCorr |
| 0.86 | HED | BetaPro SAMPPTSX Capped | PairCorr |
| 0.79 | ZID | BMO MSCI India | PairCorr |
| 0.57 | HBLK | Blockchain Technologies | PairCorr |
Identifying assets closely correlated with CI Enhanced is essential for tax-loss harvesting without triggering the wash-sale rule. By replacing CI Enhanced with a sufficiently similar instrument, investors can realize a tax loss while maintaining their intended market exposure.
The correlation coefficient for CI Enhanced quantifies the strength and direction of its co-movement with other assets on a scale from -1 to +1. Values near +1 indicate that the paired asset moves almost identically to CI Enhanced Short, while values near -1 suggest near-perfect inverse movement.
Correlation analysis and pair trading evaluation for CI Enhanced can be used to frame hedging context. This approach is commonly reviewed within sectors and across broader groups.More Resources for FSB Etf Analysis
Other Information on Investing in FSB Etf
CI Enhanced financial ratios help frame valuation context across profits, cash flow, and enterprise value. They help compare FSB across valuation measures in a consistent way.