IA Clarington Loomis Global Multisector Bond ETF (ILGB.TO)

8.75 -0.02 (-0.23%) CAD  |  TSX  |  Apr 06, 15:59
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ILGB.TO Historical Sortino (3Y)

Historical Sortino (3Y) Chart

View Historical Sortino (3Y) for ILGB.TO.
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Sep '18
Jan '19
May '19
 
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270.00
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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 (3Y) Range, Past 5 Years

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Historical Sortino (3Y) Benchmarks

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IA Clarington Agile Glo Total Rtrn Inc Fd ETF Sr --
Purpose Total Return Bond ETF Upgrade
iShares Short Term Strategic Fixed Income ETF Upgrade
Franklin Brandywine Global Inc Optmsr Fd ETF Sr Upgrade
Mackenzie Unconstrained Bond ETF Upgrade

Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Alpha (vs YCharts Benchmark) (3Y) Upgrade
Beta (vs YCharts Benchmark) (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Max Drawdown (3Y) Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade