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

55.70 0.00 (0.00%) CAD  |  NEO  |  Dec 12, 16:00
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MWMN.NO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for MWMN.NO.
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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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Historical Sortino (Since Inception) Benchmarks

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