Vanguard FTSE Dev All Cp ex Nth Am Idx ETF CAD-hgd (VI.TO)

47.02 -0.28 (-0.59%) CAD  |  TSX  |  Dec 16, 15:59
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VI.TO Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for VI.TO.
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Sep '18
Jan '19
May '19
 
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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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Vanguard FTSE Dev All Cap ex U.S. Index ETF Upgrade
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CI International Quality Div Grw Idx ETF Hdg Upgrade
Desjardins RI Dvlp exUSA exCAD Mftr NZero EPth ETF Upgrade

Historical Sortino (5Y) Related Metrics

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