Global X 0-3 Month U.S. T-Bill ETF USD (UBIL.U.TO)

49.98 0.00 (0.00%) USD  |  TSX  |  Nov 05, 16:00
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UBIL.U.TO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for UBIL.U.TO.
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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00

Historical Historical Sortino (Since Inception) Data

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Date Value

Sortino Ratio Definition

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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Historical Sortino (Since Inception) Benchmarks

Guardian Ultra-Short US T-Bill ETF Upgrade
CI U.S. Money Market ETF US$ Upgrade
Global X USD High Interest Savings ETF --
US High Interest Savings Account ETF --
BMO USD Cash Management ETF USD 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