Tactical Asset Allocation Consv Inc Cl Sr IT8 (CIG28513)

10.16 +0.01 (+0.11%) CAD  |  Dec 23 2024
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CIG28513 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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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 (Since Inception) Range, Past 5 Years

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Median

Historical Sortino (Since Inception) Benchmarks

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Tactical Asset Allocation Consv Inc Pl Sr I Upgrade
Tactical Asset Allocation Conservative Cl Sr IT8 Upgrade
Tactical Asset Allocation Consv Bal Cl Sr IT8 Upgrade
Tactical Asset Allocation Conservative Bal Pl Sr I Upgrade
Tactical Asset Allocation Conservative Pool Sr I Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (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

Historical Sortino (Since Inception) Excel Add-In Codes

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Metric Code: historical_sortino_all
Latest Data Point: =YCP("M:CIG28513.TO", "historical_sortino_all")
Last 5 Data Points: =YCS("M:CIG28513.TO", "historical_sortino_all", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.