BMO High Yield US Corp Bd Hgd to CAD Idx Fd Sr ETF (ZHY.TO)

11.17 -0.03 (-0.27%) CAD  |  TSX  |  Dec 17, 11:33
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ZHY.TO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for ZHY.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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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BMO High Yield US Corporate Bond Index ETF Upgrade
iShares US High Yield Bd Idx ETF (CAD-Hedged) Upgrade
Invesco Fundamental HY Corp Bond IdxETF CAD hedged (DELISTED) Upgrade
Dynamic Active Crossover Bond ETF Upgrade
Mackenzie Global High Yield Fixed Income 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
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade