Picton Mahoney Fortified MN Alt ETF (PFMN.TO)

15.26 -0.09 (-0.59%) CAD  |  TSX  |  Nov 14, 16:00
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PFMN.TO Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for PFMN.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

Picton Mahoney Fortified L/S Alt ETF --
Desjardins Alt Long/Short Equity MN ETF Upgrade
AGF US Market Neutral Anti-Bt CAD-HETF --
Fidelity Market Neutral Alternative ETF --
CI Munro Alt Glb Gr ETF Common --

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