MCAN Financial Group (MKP.TO)

18.13 +0.13 (+0.72%) CAD  |  TSX  |  Dec 24, 16:00
More

MCAN Financial Group Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for MKP.TO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Sortino Ratio Definition

View Sortino Ratio Definition
Start Trial

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

View Historical Sortino (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (5Y) Benchmarks

View Historical Sortino (5Y) Benchmarks
Start Trial
First National Financial Corp Upgrade
Firm Capital Mortgage Investment Corp Upgrade
Dominion Lending Centres Inc Upgrade
Starrex International Ltd Upgrade
Builders Capital Mortgage Corp Upgrade

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