RBC Emerging Markets Dividend Fund ETF (REMD.NO)

37.05 -0.55 (-1.46%) CAD  |  NEO  |  Feb 26, 11:05
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REMD.NO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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

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Historical Sortino (Since Inception) Benchmarks

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BMO MSCI Emerging Markets Index ETF Upgrade
Franklin Emerging Markets Equity Index ETF Upgrade
iShares Core MSCI Emerging Markets IMI Index ETF Upgrade
BMO Low Volatility Emerging Markets Equity ETF Upgrade
iShares ESG Aware MSCI Emerging Markets Index ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (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