iShares U.S. Aggregate Bond Index ETF (CAD-Hedged) (XAGH.TO)

33.36 +0.01 (+0.03%) CAD  |  TSX  |  Dec 15, 12:24
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XAGH.TO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for XAGH.TO.
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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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Historical Sortino (Since Inception) Benchmarks

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Vanguard US AggrtBd Idx ETF Hgd Upgrade
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iShares Global Government Bond Index ETF (CAD-Hgd) Upgrade
Vanguard Global Aggregate Bond Index ETF Upgrade
Mackenzie US Aggregate Bond Index ETF (CAD-Hedged) 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