BMO SPDR Industrials Select Sector Index ETF (ZXLI.TO)

34.30 +0.38 (+1.12%) CAD  |  TSX  |  Jan 15, 16:00
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ZXLI.TO Historical Sortino (10Y)

Historical Sortino (10Y) Chart

View Historical Sortino (10Y) for ZXLI.TO.
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Sep '18
Jan '19
May '19
 
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270.00
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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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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