Canadian Western Bank (CWB.TO)

58.53 +2.37 (+4.22%) CAD  |  TSX  |  Dec 20, 16:00
58.53 0.00 (0.00%) After-Hours: 16:00
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Canadian Western Bank Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for CWB.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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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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National Bank of Canada Upgrade
Laurentian Bank of Canada Upgrade
Bank of Nova Scotia Upgrade
Bank of Montreal Upgrade
Royal Bank of Canada Upgrade

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