Mackenzie NASDAQ 100 Index ETF (QQQQ.TO)

106.54 -1.62 (-1.50%) CAD  |  TSX  |  Jan 20, 16:00
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QQQQ.TO Historical Sortino (10Y)

Historical Sortino (10Y) Chart

View Historical Sortino (10Y) for QQQQ.TO.
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Sep '18
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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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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