Desjardins Alt Long/Short Eq Market Neutral ETF (DANC.TO)

22.67 -0.01 (-0.04%) CAD  |  TSX  |  Dec 27, 12:35
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DANC.TO 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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AGF US Market Neutral Anti-Beta CAD-Hedged ETF Upgrade
Purpose Multi-Strategy Market Neutral ETF Upgrade
Picton Mahoney Fortified Mkt Neutral Alt ETF Upgrade
Fidelity Market Neutral Altern Fund ETF Srs --
Global X Seasonal Rotation ETF Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (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