Franklin U.S. Quality Moat Dividend Index ETF (FDIV.TO)

21.32 0.00 (0.00%) CAD  |  NEO  |  Dec 31, 16:00
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FDIV.TO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for FDIV.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 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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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First Trust Morningstar Dividend Lds ETF CADHgd Upgrade
Invesco S&P US Div Aristocrats ESG Index ETF Upgrade
iShares US High Div Eq Idx ETF (CAD-Hedged) Upgrade
iShares US High Dividend Equity Index ETF Upgrade
iShares Core MSCI US Quality Dividend Index ETF Upgrade

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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade