Brompton Tech Leaders Income ETF (TLF.TO)

27.79 +0.04 (+0.14%) CAD  |  TSX  |  Jan 22, 10:17
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TLF.TO Historical Sortino (10Y)

Historical Sortino (10Y) Chart

View Historical Sortino (10Y) for TLF.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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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Evolve NASDAQ Technology Index Fund CAD Hedged --
RBC Global Technology Fund ETF --
iShares Semiconductor Index ETF --
CI Tech Giants Covered Call ETFCAD Hdg Upgrade
TD Global Technology Leaders Index ETF --

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade