Purpose Emerging Markets Dividend Fund ETF (REM.NO)

17.34 +0.15 (+0.87%) CAD  |  NEO  |  Dec 17, 15:26
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REM.NO Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for REM.NO.
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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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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iShares Emerging Markets Fundamental Index ETF Upgrade
CI Emerging Markets Dividend Index ETF Non-Hedged Upgrade
Franklin Emerging Markets Equity Index ETF Upgrade
BMO Low Volatility Emerging Markets Equity ETF Upgrade
Manulife Multifactor Emerging Markets Index ETF Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (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