iShares Core MSCI Global Quality Div Idx ETF (C-H) (XDGH.TO)

29.52 +0.21 (+0.72%) CAD  |  TSX  |  Dec 15, 16:00
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XDGH.TO Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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

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Historical Sortino (5Y) Benchmarks

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iShares Global Monthly Div Idx ETF (CAD-Hedged) Upgrade
iShares Core MSCI Global Quality Dividend Idx ETF Upgrade
Dynamic Active Global Equity Income ETF --
CI Global Quality Dividend Growth Index ETF N-Hgd --
iShares Emerging Markets Fundamental Index 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