CANL.TO Historical Sharpe Ratio (Since Inception) Trends

Global X Enhanced S&P/TSX 60 Index ETF (CANL.TO)

24.74 0.00 (0.00%) CAD | TSX | Dec 20, 16:00

Historical Sharpe Ratio (Since Inception) Chart

View Historical Sharpe Ratio (Since Inception) for CANL.TO.
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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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Historical Data

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Historical Sharpe Ratio Definition

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The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.

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Historical Sharpe Ratio (Since Inception) Range, Past 5 Years

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Historical Sharpe Ratio (Since Inception) Benchmarks

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Hamilton Enhanced U.S. Covered Call ETF	Upgrade
Global X Enhanced All-Equity Asset Allocation ETF	Upgrade

Historical Sharpe Ratio (Since Inception) Related Metrics

Alpha (Since Inception)	Upgrade
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Beta (vs YCharts Benchmark) (Since Inception)	Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception)	Upgrade
Historical Sortino (Since Inception)	Upgrade
Max Drawdown (Since Inception)	Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception)	Upgrade