Picton Mahoney Fortified Inc Alt ETF (PFIA.TO)

10.02 +0.04 (+0.45%) CAD  |  TSX  |  Nov 15, 15:47
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PFIA.TO Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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

Historical Historical Sortino (5Y) Data

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Date Value
September 30, 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 (5Y) Range, Past 5 Years

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Minimum
Sep 2024
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Maximum
Sep 2024
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Average
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Median
Sep 2024

Historical Sortino (5Y) Benchmarks

CI Alternative Invmt Grd Crdt C$ ETF --
Purpose Credit Opportunities ETF --
CI Marret Alt Abs Rt Bd ETF US$ Common --
CI Marret Alternative Enh Yld ETF US$ H --
Ninepoint Alternative Credit Opps 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