CI Global Green Bond Fund Series FH (CIG4168)

10.88 0.00 (0.00%) USD  |  Dec 24 2024
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CIG4168 Historical Sharpe Ratio (Since Inception)

Historical Sharpe Ratio (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 Sharpe Ratio Definition

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The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.

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Historical Sharpe Ratio (Since Inception) Range, Past 5 Years

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Historical Sharpe Ratio (Since Inception) Benchmarks

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PIMCO Climate Bond Fund (Canada) Series F Upgrade
Counsel Fixed Income Fund Series I Upgrade
Yorkville Optimal Return Bond Class Series F Upgrade
CI Global Enhanced Government Bond Private Pool F Upgrade
Evolve Enhanced Yield Bond Fund Class F Upgrade

Historical Sharpe Ratio (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 Sortino (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade

Historical Sharpe Ratio (Since Inception) Excel Add-In Codes

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Metric Code: historical_sharpe_all
Latest Data Point: =YCP("M:CIG4168.TO", "historical_sharpe_all")
Last 5 Data Points: =YCS("M:CIG4168.TO", "historical_sharpe_all", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.