iShares S&P/TSX Energy Transition Mtrls Idx ETF (XETM.TO)
81.41
+2.61
(+3.31%)
CAD |
TSX |
Jan 12, 11:58
XETM.TO Historical Sortino (5Y)
Historical Sortino (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
Historical Sortino Ratio Definition
Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.
Historical Sortino (5Y) Range, Past 5 Years
--
Minimum
--
Maximum
--
Average
--
Median