Desjardins RI USA - Net-Zero Emissions Pathway ETF (DRMU.TO)

50.31 +0.57 (+1.15%) CAD  |  TSX  |  Jan 21, 16:00
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DRMU.TO Historical Sortino (10Y)

Historical Sortino (10Y) Chart

View Historical Sortino (10Y) for DRMU.TO.
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Sep '18
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May '19
 
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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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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iShares ESG Aware MSCI USA Index ETF --
BMO MSCI USA Selection Equity Index ETF --
Global X US Large Cap Index Corporate Class ETF --
iShares S&P 500 3% Capped Index ETF (CAD-Hedged) --