Tralucent Global Alt(long/Shrt) Eq E ETF (TGAF.TO)

23.72 +0.14 (+0.59%) CAD  |  TSX  |  Nov 14, 16:00
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TGAF.TO Historical Sharpe Ratio (Since Inception)

Historical Sharpe Ratio (Since Inception) Chart

View Historical Sharpe Ratio (Since Inception) for TGAF.TO.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sharpe Ratio (Since Inception) Data

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Date Value

Historical Sharpe Ratio Definition

The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.

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Historical Sharpe Ratio (Since Inception) Range, Past 5 Years

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Historical Sharpe Ratio (Since Inception) Benchmarks

Purpose Tactical Hedged Eq ETF (N-C Hdg) Upgrade
BMO Long Short US Equity ETF --
JPMorgan Nasdaq Equity Prm Inc Actv ETF --
Picton Mahoney Fortified ActV Ex Alt ETF Upgrade
Purpose Tactical Hedged Equity ETF Upgrade

Historical Sharpe Ratio (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