Enerplus Corp (DELISTED) (ERF.TO:DL)

26.78 CAD  |  TSX  |  Jun 03, 16:00
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Enerplus Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for ERF.TO:DL.
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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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Enbridge, Inc. Upgrade
Suncor Energy, Inc. Upgrade
Baytex Energy Corp. Upgrade
Birchcliff Energy Ltd. Upgrade
MEG Energy Corp. (DELISTED) Upgrade

Historical Sortino (5Y) Related Metrics

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