Bank of Nova Scotia (BNS.TO)

77.09 +0.19 (+0.25%) CAD  |  TSX  |  Dec 20, 16:00
77.09 0.00 (0.00%) After-Hours: 16:20
More

Bank of Nova Scotia Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for BNS.TO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Sortino Ratio Definition

View Sortino Ratio Definition
Start Trial

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

View Historical Sortino (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (5Y) Benchmarks

View Historical Sortino (5Y) Benchmarks
Start Trial
National Bank of Canada Upgrade
Royal Bank of Canada Upgrade
Canadian Imperial Bank of Commerce Upgrade
The Toronto-Dominion Bank Upgrade
Bank of Montreal Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade