PFMN.TO Historical Sortino (5Y) Analysis

Picton Mahoney Fortified Mkt Neutral Alt ETF (PFMN.TO)

15.63 +0.12 (+0.81%) CAD | TSX | Dec 24, 16:00

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

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View Sortino Ratio Definition

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Picton Mahoney Fortified LS Alternative ETF	--
Fidelity Market Neutral Altern Fund ETF Srs	--
Purpose Multi-Strategy Market Neutral ETF	Upgrade
Desjardins Alt Long/Short Eq Market Neutral ETF	Upgrade
Picton Mahoney Fortified Active Ext Alt ETF	Upgrade

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