CTIP.NO Historical Sortino (Since Inception) Insights

CI U.S. Treasury Infla-Lnkd Bnd Index ETF CAD Hdgd (CTIP.NO)

15.79 -0.01 (-0.06%) CAD | NEO | Feb 23, 11:53

Historical Sortino (Since Inception) 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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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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Mackenzie US TIPS Index ETF (CAD-Hedged)	Upgrade
BMO Long-Term US Treasury Bond Index ETF	Upgrade
BMO Mid-Term US Treasury Bond Index ETF	Upgrade
iShares 20+ Year U.S. Treasury Bond Index ETF	Upgrade
iShares Global Government Bond Index ETF (CAD-Hgd)	Upgrade

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
Historical Sharpe Ratio (Since Inception)	Upgrade
Max Drawdown (Since Inception)	Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception)	Upgrade