CI Enhanced Govt ETF (FGO.TO)

10.00 +0.03 (+0.30%) CAD  |  TSX  |  Nov 14, 12:04
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FGO.TO Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for FGO.TO.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

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Date Value
September 30, 2024 --
August 31, 2024 --
July 31, 2024 --
June 30, 2024 --
May 31, 2024 --
April 30, 2024 --
Date Value
March 31, 2024 --
February 29, 2024 --
January 31, 2024 --
December 31, 2023 --
November 30, 2023 --
October 31, 2023 --

Sortino Ratio Definition

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

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Historical Sortino (5Y) Range, Past 5 Years

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Minimum
Aug 2024
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Maximum
Dec 2023
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Average
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Median

Historical Sortino (5Y) Benchmarks

CI U.S. Treasury Infl-lnkd Bd ETF CADH --
BMO Government Bond ETF Upgrade
CI Global Investment Grade ETF C$ --
BMO Mid-Term US Treasury Bond ETF USD Upgrade
iShares Core Canadian Government Bd ETF Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
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