CI Morningstar USMomentum IdxETFUnHgdC (DELISTED) (YXM.B.TO:DL)

38.26 CAD  |  TSX  |  Apr 05, 15:58
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YXM.B.TO:DL Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for YXM.B.TO:DL.
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Sep '18
Jan '19
May '19
 
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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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Historical Sortino (Since Inception) Benchmarks

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CI Morningstar US Val Index ETF UnHgdC (DELISTED) Upgrade
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Manulife Mltfctr US Small Cap Idx Hedged Units ETF Upgrade
BMO S&P US Mid Cap Index ETF (USD Units) Upgrade
BMO S&P US Mid Cap Ind ETF Hedged CAD Upgrade

Historical Sortino (Since Inception) Related Metrics

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