VXC.TO Historical Sortino (Since Inception) Trends

Vanguard FTSE Global All Cap ex Canada Index ETF (VXC.TO)

74.39 -0.17 (-0.23%) CAD | TSX | Dec 12, 09:59

Historical Sortino (Since Inception) Chart

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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 (Since Inception) Range, Past 5 Years

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Average

Median

Historical Sortino (Since Inception) Benchmarks

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iShares MSCI World Index ETF	Upgrade
iShares Core MSCI AC World ex Canada Idx ETF	Upgrade
BMO MSCI All Country World High Quality Index ETF	Upgrade
BMO Glo Consumer Discretionary Hdgd to CAD Idx ETF	Upgrade
Global X Global Sustainability Leaders 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