CI Canadian Banks Covered Call Income Class ETF (CIC.TO)

15.62 -0.05 (-0.32%) CAD  |  TSX  |  Jan 19, 16:00
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CIC.TO Historical Sortino (10Y)

Historical Sortino (10Y) Chart

View Historical Sortino (10Y) for CIC.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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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iShares Equal Weight Banc & Lifeco ETF Upgrade
Global X Equal Weight Can Bank Covered Call ETF Upgrade
RBC Canadian Bank Yield Index ETF --
BMO Covered Call Canadian Banks Fund Series ETF Upgrade
Purpose Canadian Financial Income ETF --

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade