CI U.S. Enhanced Momentum Index ETF Unhedged (CMOM.B.TO)

31.36 -0.41 (-1.29%) CAD  |  TSX  |  Feb 12, 16:00
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CMOM.B.TO Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for CMOM.B.TO.
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Sep '18
Jan '19
May '19
 
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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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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