VCIP.TO Historical Sortino (Since Inception) Analysis

Vanguard Conservative Income ETF Portfolio (VCIP.TO)

26.40 +0.04 (+0.15%) CAD | TSX | Dec 24, 16:00

View Historical Sortino (Since Inception) for VCIP.TO.
Upgrade now.

Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

View Historical Sortino (Since Inception) Chart

Start Trial

View Historical Data

Start Trial

View Sortino Ratio Definition

Start Trial

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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

Start Trial

Minimum

Maximum

Average

Median

View Historical Sortino (Since Inception) Benchmarks

Start Trial

Fidelity All-in-One Conservative ETF	Upgrade
Vanguard Retirement Income ETF Portfolio	Upgrade
BMO Conservative ETF	Upgrade
iShares Core Income Balanced ETF Portfolio	Upgrade
Mackenzie Conservative Allocation ETF	Upgrade

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