MegaLong(3X)Can Gold MnrsDl LvrgdAltETF (CGMU.TO)

21.09 +3.09 (+17.17%) CAD  |  TSX  |  Feb 13, 15:59
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CGMU.TO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for CGMU.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 Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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MegaShort(-3X)CanGold MnrsDl LvrgdAltETF --
BetaPro Canadian Gold Miners 2x Daily Bull ETF Upgrade
MegaLong (3X) NASDAQ-100 Dl Lvrgd AltETF --
MegaLong (3X) US SmicndctrsDlLvrgdAltETF --
MegaLong (3X) S&P 500 Daily Lvrgd AltETF --

Historical Sortino (Since Inception) Related Metrics

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