Mackenzie US Government Long Bd Idx ETF (QTLT.TO)

103.30 -0.48 (-0.46%) CAD  |  TSX  |  Nov 04, 16:00
More

QTLT.TO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for QTLT.TO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (Since Inception) Data

View and export this data back to . Upgrade now.
Date Value

Sortino Ratio Definition

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

Read full definition.

Historical Sortino (Since Inception) Range, Past 5 Years

--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (Since Inception) Benchmarks

BMO Short-Term US Treasury Bond ETF Upgrade
BMO Mid-Term US Treasury Bond ETF USD Upgrade
Mackenzie U.S. Aggregate Bond ETF CADH Upgrade
Mackenzie Dvlpd ex-Nrth Am Agg Bd ETF Upgrade
iShares 0-5 Year TIPS Bond ETF CADH 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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade