US Premium Cash Management ETF (MUSD.U.TO)

100.05 0.00 (0.00%) USD  |  TSX  |  Jun 17, 16:00
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MUSD.U.TO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for MUSD.U.TO.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (Since Inception) Data

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Date Value
May 31, 2024 --
April 30, 2024 --
March 31, 2024 --
Date Value
February 29, 2024 --
January 31, 2024 --

Sortino Ratio Definition

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

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Historical Sortino (Since Inception) Range, Past 5 Years

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Minimum
May 2024
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Maximum
Jan 2024
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Average
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Median
Apr 2024

Historical Sortino (Since Inception) Benchmarks

BMO Money Market Fund ETF Series Upgrade
Premium Cash Management ETF --
Ninepoint Carbon Credit ETF USD Upgrade
CI Balanced Growth Asset Allc ETF Comm Upgrade
CI Balanced Income Asset Allc ETF Comm Upgrade

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