CI U.S. Quality Dividend Growth Idx ETF Non-Hdg (DGR.B.TO)

58.11 +0.09 (+0.16%) CAD  |  TSX  |  Apr 02, 16:00
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DGR.B.TO Historical Sortino (3Y)

Historical Sortino (3Y) Chart

View Historical Sortino (3Y) for DGR.B.TO.
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Sep '18
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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 (3Y) Range, Past 5 Years

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Historical Sortino (3Y) Benchmarks

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iShares US High Div Eq Idx ETF (CAD-Hedged) Upgrade
iShares US High Dividend Equity Index ETF Upgrade
iShares Core MSCI US Quality Dividend Index ETF Upgrade
Fidelity U.S. High Dividend ETF Upgrade
HAMILTON CHAMPIONS™ U.S. Dividend Index ETF USD --

Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Alpha (vs YCharts Benchmark) (3Y) Upgrade
Beta (vs YCharts Benchmark) (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Max Drawdown (3Y) Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade