Manulife Smart International Defensive Equity ETF (IDEF.B.TO)

15.56 -0.18 (-1.14%) CAD  |  TSX  |  Mar 02, 16:00
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IDEF.B.TO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for IDEF.B.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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Median

Historical Sortino (Since Inception) Benchmarks

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Purpose International Enhanced Equity Income ETF Upgrade
RBC International Equity Fund ETF Upgrade
Guardian International Equity Select Fund ETF Upgrade
Russell Investments Mlt-Fc Intl Equity Pool ETF --
Franklin International Core Equity Fund ETF Series --

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