FGEB.TO Historical Sortino (Since Inception) Analysis

Fidelity Global Equity+ Balanced Fund ETF Series (FGEB.TO)

12.45 +0.12 (+0.97%) CAD | TSX | Apr 16, 15:29

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for FGEB.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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Minimum

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Average

Median

Historical Sortino (Since Inception) Benchmarks

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Fidelity Global Monthly High Income ETF	Upgrade
Global X Conservative Asset Allocation ETF	Upgrade
Fidelity All-in-One Balanced ETF	Upgrade
BMO Balanced ESG ETF	Upgrade
CI Balanced Asset Allocation ETF	Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception)	Upgrade
Beta (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