Chemtrade Logistics Income Fund (CHE.UN.TO)

10.78 -0.04 (-0.37%) CAD  |  TSX  |  Dec 23, 10:03
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Chemtrade Logistics Income Fund Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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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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Sortino Ratio Definition

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

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Historical Sortino (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Centerra Gold Inc Upgrade
Organic Potash Corp Upgrade
Bee Vectoring Technologies International Inc --
Replenish Nutrients Holding Corp Upgrade
Argo Living Soils Corp --

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