Colliers International Group Inc Bats

10-Year Study

CIGI.TO · Real Estate · CA · Common Stock

Executive Summary: Colliers International Group Inc Bats has compounded at 12.2% annually over the last 10 years, with a maximum drawdown of 38.1% and an annualized volatility of 36.7%.

1Y CAGR
-5.1%
3Y CAGR
+8.1%
5Y CAGR
+3.8%
10Y CAGR
+12.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
38.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.71
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +66.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -33.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-7.8-13.0-8.15.8————————-22.0%
20255.8-10.1-6.4-5.40.47.717.38.5-4.02.8-9.5-0.33.4%
2024-5.80.14.8-13.46.60.121.84.55.63.70.9-8.816.9%
202314.810.9-9.91.0-12.23.02.716.9-17.1-2.812.318.835.1%
2022-1.6-6.1-6.4-12.98.5-8.313.4-4.3-17.31.0-0.7-1.9-33.8%
2021-0.517.0-6.47.7-0.44.815.39.8-7.710.7-3.99.366.5%
20206.11.4-38.113.5-6.99.7-7.014.27.26.422.8-2.212.2%
201911.47.2-0.7-3.6-3.312.52.4-6.310.8-11.38.95.234.5%
2018-1.88.310.8-2.57.37.06.30.1-6.0-10.6-2.1-13.9-0.6%
2017-3.740.3-5.96.28.51.2-8.4-3.3-4.722.14.2-3.753.6%
2016———5.5-1.2-13.822.20.12.1-15.21.84.30.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 36.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 49.6% of variance. Idiosyncratic stock-specific factors contribute 26.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110546.648289375906
2016-05-0110416.581906948359
2016-06-018980.081120239789
2016-07-0110970.682132374614
2016-08-0110982.88753181084
2016-09-0111208.811966273242
2016-10-019505.203900746023
2016-11-019674.149047024
2016-12-0110087.617331667198
2017-01-019712.571146269673
2017-02-0113628.158769828584
2017-03-0112823.017556678302
2017-04-0113624.090303349843
2017-05-0114777.77039733972
2017-06-0114955.47520103621
2017-07-0113700.685412056777
2017-08-0113249.770629823519
2017-09-0112629.516309153634
2017-10-0115426.77383062725
2017-11-0116081.713903776616
2017-12-0115492.118384071537
2018-01-0115212.369798693937
2018-02-0116478.36862797195
2018-03-0118263.013903361465
2018-04-0117807.65701997285
2018-05-0119100.20466877286
2018-06-0120437.899840997685
2018-07-0121733.39505224658
2018-08-0121747.69695736828
2018-09-0120444.023298197833
2018-10-0118267.829639193445
2018-11-0117879.58169522204
2018-12-0115399.000319665221
2019-01-0117162.05781373896
2019-02-0118389.219394130614
2019-03-0118258.32271242169
2019-04-0117605.87353711645
2019-05-0117029.10614130863
2019-06-0119164.698165453738
2019-07-0119625.223661868917
2019-08-0118380.750341460578
2019-09-0120366.18274056884
2019-10-0118063.472228564784
2019-11-0119678.44584580512
2019-12-0120707.975439747253
2020-01-0121977.897433129772
2020-02-0122285.128924720913
2020-03-0113788.925468185007
2020-04-0115646.69935278171
2020-05-0114565.213781307471
2020-06-0115970.868949712922
2020-07-0114853.514449283242
2020-08-0116956.99464872113
2020-09-0118178.90458615808
2020-10-0119345.454319009288
2020-11-0123749.2164050532
2020-12-0123236.50659880354
2021-01-0123125.74467466798
2021-02-0127051.835584136297
2021-03-0125328.777757942848
2021-04-0127289.77860069662
2021-05-0127178.995919079032
2021-06-0128487.443799117387
2021-07-0132850.2306156254
2021-08-0136055.642506341406
2021-09-0133270.92250401657
2021-10-0136843.65879681331
2021-11-0135390.75959929756
2021-12-0138696.80376291634
2022-01-0138092.8648231255
2022-02-0135753.14372065411
2022-03-0133470.94160090004
2022-04-0129138.647525500564
2022-05-0131620.12147278486
2022-06-0129009.577502210665
2022-07-0132895.212079193945
2022-08-0131469.733515445638
2022-09-0126039.306367980338
2022-10-0126300.539279383254
2022-11-0126127.753998928914
2022-12-0125627.31186456158
2023-01-0129408.141914753174
2023-02-0132610.004276041294
2023-03-0129387.550492575047
2023-04-0129686.292174014125
2023-05-0126051.740099718943
2023-06-0126827.467960826478
2023-07-0127551.80029641684
2023-08-0132215.65363235178
2023-09-0126693.333111920194
2023-10-0125942.16135205935
2023-11-0129138.75131291074
2023-12-0134627.403197482534
2024-01-0132606.76610884393
2024-02-0132629.4955516716
2024-03-0134207.97751549546
2024-04-0129619.22474956098
2024-05-0131575.804248641423
2024-06-0131607.14804651336
2024-07-0138496.70163610473
2024-08-0140230.470323027934
2024-09-0142464.93023410288
2024-10-0144035.23375000519
2024-11-0144409.71948338779
2024-12-0140489.85581852978
2025-01-0142832.50372596802
2025-02-0138526.26029052171
2025-03-0136071.77106988213
2025-04-0134137.17374427612
2025-05-0134288.37124341468
2025-06-0136945.68182101238
2025-07-0143328.27542687761
2025-08-0147019.32936727043
2025-09-0145134.40469617273
2025-10-0146397.22763069948
2025-11-0142001.16657049033
2025-12-0141876.14425619715
2026-01-0138621.37107320333
2026-02-0133583.53018345462
2026-03-0130872.603029762075
2026-04-0132670.200973941053
Annual Return Matrix
YearAnnual Return
20170.5357559545244097
2018-0.006010673433922142
20190.3447610240842862
20200.12210421856126863
20210.665345158420193
2022-0.33774086300324957
20230.3511913922336358
20240.16930096050267673
20250.03423791983553914
2026-0.21983741449390315
Total Factor Risk
0.3672146991282112
VTI.US Exposure
0.49599521615457964
VEA.US Exposure
-0.05844097166056238
VWO.US Exposure
0.05492922846496206
QQQ.US Exposure
-0.11721644466149676
VTV.US Exposure
-0.051673449039407515
IJR.US Exposure
0.08950404518345018
QUAL.US Exposure
-0.04285969284878064
SHV.US Exposure
0.25949876233499625
TLT.US Exposure
0.060974502687891244
LQD.US Exposure
-0.024325360936257232
HYG.US Exposure
0.04314339235473486
GLD.US Exposure
-0.0013536394545538126
USO.US Exposure
0.011776744958016169
VNQ.US Exposure
0.04114244701091754
BTC-USD.CC Exposure
0.005639252175792482
CPER.US Exposure
-0.009399122609594236
VIX.INDX Exposure
-0.023330594392759835
UUP.US Exposure
0.0033304338973402176
TIP.US Exposure
-0.004860886234275423
Idiosyncratic Exposure
0.26752613661500735
Value Score
28.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
2.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →53.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.20%
Market Cap$7.7B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$43
Avg Yield on Cost
0.43%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$42.550.43%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-19.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
33.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.30
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Colliers International Group Inc Bats a high-risk investment?

Colliers International Group Inc Bats (CIGI.TO) has an annualized volatility of 36.7% and experienced a maximum drawdown of 38.1% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of CIGI.TO?

Over the past 10 years, CIGI.TO has generated a Compound Annual Growth Rate (CAGR) of 12.2%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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