Evolve European Banks Enhanced Yield ETF Hedged (EBNK.TO)

11.05 +0.03 (+0.27%) CAD  |  TSX  |  Dec 23, 13:27
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EBNK.TO Historical Sharpe Ratio (Since Inception)

Historical Sharpe Ratio (Since Inception) Chart

View Historical Sharpe Ratio (Since Inception) for EBNK.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 Sharpe Ratio Definition

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The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.

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Historical Sharpe Ratio (Since Inception) Range, Past 5 Years

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Historical Sharpe Ratio (Since Inception) Benchmarks

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Historical Sharpe Ratio (Since Inception) Related Metrics

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Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
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Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade