VBU.NO Historical Sortino (Since Inception) Analysis

Vanguard US AggrtBd Idx ETF Hgd (VBU.NO)

21.65 +0.02 (+0.09%) CAD | NEO | Dec 15, 15:55

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for VBU.NO.
Upgrade now.

Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

View Historical Sortino (Since Inception) Chart

Start Trial

Historical Data

View Historical Data

Start Trial

Historical Sortino Ratio Definition

View Historical Sortino Ratio Definition

Start Trial

Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

Read full definition.

Historical Sortino (Since Inception) Range, Past 5 Years

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

Start Trial

Minimum

Maximum

Average

Median

Historical Sortino (Since Inception) Benchmarks

View Historical Sortino (Since Inception) Benchmarks

Start Trial

Mackenzie US Aggregate Bond Index ETF (CAD-Hedged)	Upgrade
iShares U.S. Aggregate Bond Index ETF (CAD-Hedged)	Upgrade
Vanguard Global ex-US Aggregate Bd Idx ETF Hedged	Upgrade
BMO Long-Term US Treasury Bond Index ETF	Upgrade
BMO Short-Term US Treasury Bond Index 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