Global X Gold Producers Idx ETF (GLDX.TO)

51.50 +0.70 (+1.38%) CAD  |  TSX  |  Dec 12, 09:45
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GLDX.TO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for GLDX.TO.
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Sep '18
Jan '19
May '19
 
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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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Median

Historical Sortino (Since Inception) Benchmarks

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Global X Enhanced Gold Producer Eq Cv Cll ETF Cl A --
Global X Gold Producer Equity Covered Call ETF Upgrade
BMO Junior Gold Index ETF Upgrade
iShares S&P/TSX Global Gold Index ETF Upgrade
Hamilton Gold Producer Yield Maximizer 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