ZJK.U.TO Historical Sortino (Since Inception) Analysis

BMO High Yield US Corporate Bond Index ETF USD (ZJK.U.TO)

17.61 -0.15 (-0.84%) USD | TSX | Apr 29, 16:00

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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Average

Median

Historical Sortino (Since Inception) Benchmarks

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iShares US High Yield Bd Idx ETF (CAD-Hedged)	Upgrade
BMO High Yield US Corp Bd Hgd to CAD Idx Fd Sr ETF	Upgrade
Mackenzie Global High Yield Fixed Income ETF	Upgrade
Mackenzie US High Yield Bond Index ETF (CAD-Hgd)	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