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

29.23 0.00 (0.00%) CAD  |  Dec 29 2025
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CIG12004 Historical Sortino (Since Inception)

Historical Sortino (Since Inception) 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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) 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 Upgrade
CI Balanced Growth Asset Allocation ETF Fund A Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade