BMO Equal Weight Global Gold Index ETF (ZGD.TO)

316.89 -1.02 (-0.32%) CAD  |  TSX  |  Apr 02, 10:38
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ZGD.TO Historical Sortino (3Y)

Historical Sortino (3Y) Chart

View Historical Sortino (3Y) for ZGD.TO.
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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 (3Y) Range, Past 5 Years

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Historical Sortino (3Y) Benchmarks

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BMO Junior Gold Index ETF Upgrade
Harvest Global Gold Giants Index ETF Upgrade
Global X Gold Producers Idx ETF --
Global X Gold Producer Equity Covered Call ETF Upgrade
Dynamic Active Global Gold ETF --

Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Alpha (vs YCharts Benchmark) (3Y) Upgrade
Beta (vs YCharts Benchmark) (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Max Drawdown (3Y) Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade