Global X Enhanced AllEq Asset Alloc Cov Call ETF (EQCL.TO)

23.05 0.00 (0.00%) CAD  |  TSX  |  Dec 27, 15:12
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EQCL.TO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for EQCL.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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Sortino Ratio Definition

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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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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Purpose Tactical Hedged Equity ETF NCH Upgrade
Alphabet (GOOGL) Yield Shares Purpose ETF Upgrade
Apple (AAPL) Yield Shares Purpose ETF Upgrade
BMO Long Short US Equity ETF --
Fidelity Long/Short Alternative Fund ETF Series --

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (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