Mackenzie Master LP (MKZ.UN.TO)

0.47 +0.01 (+2.17%) CAD  |  TSX  |  Jan 13, 10:06
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Mackenzie Master Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for MKZ.UN.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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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IGM Financial, Inc. Upgrade
Fineqia International, Inc. Upgrade
Quinsam Capital Corp. Upgrade
ThreeD Capital, Inc. Upgrade
Humanoid Global Holdings Corp. --

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