Mackenzie US Government Long Bond Index ETF (QTLT.TO)

104.77 0.00 (0.00%) CAD  |  TSX  |  Dec 24, 16:00
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QTLT.TO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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

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Historical Sortino (Since Inception) Benchmarks

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BMO Mid-Term US Treasury Bond Index ETF (USD) Upgrade
BMO Long-Term US Treasury Bond Index ETF (USD) Upgrade
iShares U.S. Aggregate Bond Index ETF Upgrade
CI U.S. Treasury Infla-Lnkd Bnd Index ETF CAD Hdgd Upgrade
Vanguard US AggrtBd Idx ETF Hgd 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