SunWise Ess Sun Life MFS Glb Grw Seg Bnd Inv 75/75 (CIG12004)

29.23 0.00 (0.00%) CAD  |  Dec 24 2025
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CIG12004 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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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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Sun Life Granite Balanced Growth Class Series AT5 Upgrade
Counsel Growth Portfolio Series T Upgrade
Counsel Essentials Growth Portfolio Series I Upgrade
CI Growth Asset Allocation ETF Fund Series A --
CI Balanced Growth Asset Allocation ETF Fund A --

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (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