AGF Systematic Global MultiSector Bd ETF (QGB.NO)

23.61 -0.03 (-0.13%) CAD  |  NEO  |  Nov 13, 16:00
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QGB.NO Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for QGB.NO.
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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 --
August 31, 2024 --
July 31, 2024 --
June 30, 2024 --
May 31, 2024 --
Date Value
April 30, 2024 --
March 31, 2024 --
February 29, 2024 --
January 31, 2024 --
December 31, 2023 --

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
Aug 2024
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Maximum
Jan 2024
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Average
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Median

Historical Sortino (5Y) Benchmarks

Mackenzie Dvlpd ex-Nrth Am Agg Bd ETF --
BMO Short-Term US Treasury Bond ETF Upgrade
BMO Mid-Term US Treasury Bond ETF USD Upgrade
Manulife Smart Global Bond ETF --
Franklin Global Core Bond Fd ETF Upgrade

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