REIT.TO Historical Sortino (Since Inception) Analysis

Global X Equal Weight Canadian REITs idx ETF Cl A (REIT.TO)

21.29 +0.21 (+1.00%) CAD | TSX | Dec 12, 15:59

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for REIT.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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Average

Median

Historical Sortino (Since Inception) Benchmarks

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BMO Equal Weight REITs Index ETF	Upgrade
iShares S&P/TSX Capped REIT Index ETF	Upgrade
Purpose Real Estate Income ETF	Upgrade
BMO SPDR Real Estate Select Sector Index ETF	--
CI Canadian REIT ETF Fund	Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception)	Upgrade
Beta (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