Scotia Canadian Bond Tracker ETF (SITB.NO)

17.50 -0.06 (-0.34%) CAD  |  NEO  |  Dec 11, 15:40
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SITB.NO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for SITB.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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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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Median

Historical Sortino (Since Inception) Benchmarks

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Scotia Responsible Investing Cdn Bd ETF Upgrade
iShares ESG Aware Canadian Aggt Bd ETF Upgrade
BMO Mid Federal Bond ETF Upgrade
iShares Core Canadian Government Bd ETF Upgrade
Vanguard Canadian Government Bond ETF 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