iShares Core MSCI AC World ex Canada Idx ETF (XAW.TO)

52.03 -1.05 (-1.98%) CAD  |  TSX  |  Jan 20, 16:00
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XAW.TO Historical Sortino (10Y)

Historical Sortino (10Y) Chart

View Historical Sortino (10Y) for XAW.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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade