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

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

PFMN.TO Beta (5Y)

Beta (5Y) Chart

View Beta (5Y) for PFMN.TO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Beta (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Beta Definition

View Beta Definition
Start Trial

Beta is a risk metric that measures the risk associated with a security in comparison to the risk associated with the market overall. A beta of 1 would signify that the beta is neutral with the market. A common use of beta is within the Capital Asset Pricing Model (CAPM), to find a security's expected return.

Read full definition.

Beta (5Y) Range, Past 5 Years

View Beta (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Beta (5Y) Benchmarks

View Beta (5Y) Benchmarks
Start Trial
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

Beta (5Y) Related Metrics

Alpha (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
Historical Sortino (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade