BMO Ultra Short-Term US Bond ETF USD (ZUS.U.TO)

46.86 0.00 (0.00%) USD  |  TSX  |  Nov 14, 10:03
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ZUS.U.TO Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for ZUS.U.TO.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

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Date Value
October 31, 2024 --
September 30, 2024 --
August 31, 2024 --
July 31, 2024 --
Date Value
June 30, 2024 --
May 31, 2024 --
April 30, 2024 --

Sortino Ratio Definition

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Historical Sortino (5Y) Range, Past 5 Years

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Minimum
May 2024
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Maximum
Sep 2024
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Average
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Median
Jul 2024

Historical Sortino (5Y) Benchmarks

BMO ST US IG Corp Bond Hedged to CAD ETF Upgrade
Mackenzie Core Plus Glbl Fxd Inc ETF Upgrade
CI Enhanced Short Dur Bd ETF Comm Upgrade
Ninepoint Diversified Bond --
RBC Conservative Bond Pool ETF --

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