Purpose Enhanced Dividend ETF (PDIV.TO)

9.55 +0.04 (+0.42%) CAD  |  TSX  |  Jan 21, 15:59
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PDIV.TO Historical Sortino (10Y)

Historical Sortino (10Y) Chart

View Historical Sortino (10Y) for PDIV.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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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Purpose Core Dividend ETF Upgrade
Brompton NA Low Volatility Dividend ETF --
iShares Canadian Fundamental Idx ETF --
iShares Canadian Value Index ETF Upgrade
Purpose Core Equity Income ETF --

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade