imaxx Equity Growth F (AFM340)

10.43 +0.11 (+1.04%) CAD  |  Aug 12 2022

AFM340 Historical Sharpe Ratio (All)

Historical Sharpe Ratio (All) Chart

View Historical Sharpe Ratio (All) for AFM340.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sharpe Ratio (All) Data

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Date Value
July 31, 2022 --

Historical Sharpe Ratio Definition

The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.

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Historical Sharpe Ratio (All) Range, Past 5 Years

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Minimum
Jul 2022
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Maximum
Jul 2022
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Average
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Median
Jul 2022

Historical Sharpe Ratio (All) Benchmarks

Dynamic Power Canadian Growth Series F Upgrade
Scotia Canadian Growth F Upgrade
Manulife Fundamental Equity FT6 Upgrade
NBI Canadian All Cap Equity F5 Upgrade
CI Canadian Investment Corporate Cl F T8 Upgrade

Historical Sharpe Ratio (All) Related Metrics

Annualized Standard Deviation of Monthly Returns (All) Upgrade
Historical Sortino (All) Upgrade
Max Drawdown (All) Upgrade