XDV.TO Historical Sharpe Ratio (Since Inception) Trends

iShares Canadian Select Dividend Index ETF (XDV.TO)

31.82 -0.21 (-0.66%) CAD | TSX | Dec 30, 13:50

Historical Sharpe Ratio (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 Sharpe Ratio Definition

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The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.

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Historical Sharpe Ratio (Since Inception) Range, Past 5 Years

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Median

Historical Sharpe Ratio (Since Inception) Benchmarks

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Historical Sharpe Ratio (Since Inception) Related Metrics

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Annualized Standard Deviation of Monthly Returns (Since Inception)	Upgrade
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Monthly Value at Risk (VaR) 5% (Since Inception)	Upgrade