Mackenzie Global Women's Leadership ETF (MWMN.NO)

55.97 +0.27 (+0.48%) CAD  |  NEO  |  Dec 17, 16:00
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MWMN.NO Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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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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BMO MSCI ACWI Paris Aligned Climate Equity Idx ETF --
Guardian Directed Equity Path ETF Hedged Upgrade
Russell Investments Global Equity Pool ETF --
IA Clarington Loomis Glbl Eq Opportunities ETF --
BMO MSCI All Country World High Quality Index ETF Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (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