Mackenzie Emerging Markets Local Cur Bd Index ETF (QEBL.TO)

81.45 +0.42 (+0.52%) CAD  |  TSX  |  Feb 24, 10:52
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QEBL.TO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for QEBL.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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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iShares JP Morgan USD Em Mkts Bd Idx ETF (C-H) Upgrade
BMO Emerging Markets Bond Hedged to CAD Index ETF Upgrade
Mackenzie Emerging Mkt B Idx ETF (CAD-Hgd) Upgrade
BMO Real Return Bond Index ETF Upgrade
Invesco Long Term Government Bond Index ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

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