Premium Cash Management Fund Unhedged ETF Units (MCAD.TO)

100.14 0.00 (0.00%) CAD  |  TSX  |  Dec 16, 15:59
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MCAD.TO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for MCAD.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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Maximum
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Median

Historical Sortino (Since Inception) Benchmarks

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US Premium Cash Management Fund USD Unhedged ETF --
CI Balanced Gro Asset Alloc ETF Upgrade
CI Balanced Income Asset Allocation ETF Upgrade
CI Galaxy Solana ETF C$ Unhedged Series --
EVOLVE XRP ETF (CAD-Unhedged) --

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