iShares Core Canadian Short-Mid Univ Bd Idx ETF (XSMB)

40.08 +0.05 (+0.12%) CAD  |  TSX  |  Jan 09, 16:00
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XSMB Historical Sortino (Since Inception)

Historical Sortino (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 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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Median

Historical Sortino (Since Inception) Benchmarks

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iShares 1-10 Year Laddered Government Bond Idx ETF Upgrade
RBC Target 2031 Canadian Government Bond ETF --
BMO Aggregate Bond Index ETF Upgrade
Vanguard Canadian Aggregate Bond Index ETF Upgrade
RBC Target 2030 Canadian Government Bond ETF 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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade