NBI Liquid Alternatives ETF (NALT.TO)

22.23 -0.04 (-0.18%) CAD  |  TSX  |  Nov 15, 09:30
More

NALT.TO Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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

Historical Historical Sortino (5Y) Data

View and export this data back to 2024. Upgrade now.
Date Value
September 30, 2024 --
August 31, 2024 --
July 31, 2024 --
Date Value
June 30, 2024 --
May 31, 2024 --
April 30, 2024 --

Sortino Ratio Definition

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

Upgrade
Minimum
Aug 2024
Upgrade
Maximum
Apr 2024
Upgrade
Average
Upgrade
Median

Historical Sortino (5Y) Benchmarks

Picton Mahoney Fortified MS Alt ETF Upgrade
AGF US Market Neutral Anti-Bt CAD-HETF --
Global X ReSolve Adptv AsstAllctnCorpETF --
Accelerate OneChoice Altrntv Prtf ETF --
Picton Mahoney Fortified Alpha Alt ETF --

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