DRFE.TO Historical Sortino (Since Inception) Insights

Desjardins RI EmrgMkts Mtfctr NetZero EmsPthwy ETF (DRFE.TO)

29.62 +0.12 (+0.41%) CAD | TSX | Jan 23, 12:31

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for DRFE.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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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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Median

Historical Sortino (Since Inception) Benchmarks

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Desjardins Emerging Markets Equity Index ETF	--
CI Emerging Markets Dividend Index ETF Non-Hedged	Upgrade
Manulife Multifactor Emerging Markets Index ETF	Upgrade
iShares Emerging Markets Fundamental Index ETF	Upgrade
CI Emerging Markets Alpha ETF C$ Series	Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception)	Upgrade
Beta (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