IA Clarington Strategic Corporate Bond Fund Sr T5 (CCM3555)

8.174 0.00 (0.00%) CAD  |  Dec 27 2024
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CCM3555 Historical Sortino (5Y)

Historical Sortino (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Sortino Ratio Definition

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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
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Maximum
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Median

Historical Sortino (5Y) Benchmarks

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Fidelity American High Yield Currency Neut Sr A Upgrade
SEI US High Yield Bond Fund Class E(H) Upgrade
Fidelity American High Yield Fund Series A Upgrade
Fidelity Tactical Credit Fund - B --
Desjardins Global High Yield Bond C --

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

Historical Sortino (5Y) Excel Add-In Codes

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Metric Code: historical_sortino_5y
Latest Data Point: =YCP("M:CCM3555.TO", "historical_sortino_5y")
Last 5 Data Points: =YCS("M:CCM3555.TO", "historical_sortino_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.