BMO Laddered Preferred Share Index ETF (ZPR.TO)

12.24 +0.04 (+0.33%) CAD  |  TSX  |  Dec 15, 16:00
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ZPR.TO Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for ZPR.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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Global X Laddered Can Pref Share Idx Corp Cl ETF Upgrade
iShares S&P/TSX NthAm Pref Stk Idx ETF CAD-Hedged Upgrade
iShares S&P/TSX Cdn Preferred Share Idx ETF-Com Upgrade
BMO US Preferred Share Hedged to CAD Index ETF Upgrade
BMO US Preferred Share Index ETF Upgrade

Historical Sortino (5Y) Related Metrics

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