SunWise Ess CI Prem U.S. Stk Sel Seg Bnd Inv/Est (CIG12007)

33.41 +0.03 (+0.10%) CAD  |  Dec 24 2025
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CIG12007 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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SunWise Ess Sun Life MFS Glb Grw Seg Bnd Inv 75/75 Upgrade
Sun Life Granite Balanced Growth Class Series AT5 Upgrade
Fidelity Canadian Asset Allocation Class Series T5 Upgrade
Counsel Growth Portfolio Series T Upgrade
Counsel Essentials Growth Portfolio Series I Upgrade

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