ZSU.TO Historical Sortino (Since Inception) Insights

BMO Short-Term US IG Corp Bond Hgd to CAD Inx ETF (ZSU.TO)

13.43 +0.01 (+0.07%) CAD | TSX | Dec 16, 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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Median

Historical Sortino (Since Inception) Benchmarks

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iShares 1-5 Year U.S. IG Corp Bd Idx ETF CAD Hdg	Upgrade
iShares US IG Corporate Bd Idx ETF (CAD-Hedged)	Upgrade
Mackenzie US Inv Grade Corp Bd Idx ETF (CAD-Hgd)	Upgrade
RBC Short Term U.S. Corporate Bond ETF	Upgrade
NBI Target 2026 Investment Grade Bond Fund - ETF	--

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