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

44.58 -0.19 (-0.42%) CAD  |  TSX  |  Nov 14, 16:00
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DRMU.TO Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for DRMU.TO.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

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Date Value
September 30, 2024 --
August 31, 2024 --
July 31, 2024 --
June 30, 2024 --
May 31, 2024 --
Date Value
April 30, 2024 --
March 31, 2024 --
February 29, 2024 --
January 31, 2024 --
December 31, 2023 --

Sortino Ratio Definition

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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Minimum
Apr 2024
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Maximum
Jan 2024
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Average
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Median

Historical Sortino (5Y) Benchmarks

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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