Graphene Manufacturing Group Ltd (GMG.V)

0.57 +0.01 (+1.79%) CAD  |  TSXV  |  Nov 14, 12:32
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Graphene Manufacturing Group Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for GMG.V.
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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 --
Date Value
June 30, 2024 --
May 31, 2024 --

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
May 2024
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Maximum
Sep 2024
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Average
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Median
Jul 2024

Historical Sortino (5Y) Benchmarks

Perseus Mining Ltd Upgrade
RTG Mining Inc Upgrade
Champion Iron Ltd Upgrade
Xanadu Mines Ltd Upgrade
Westgold Resources Ltd --

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (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