Canada Life US Dividend A (MAX1221)

14.42 -0.02 (-0.14%) CAD  |  Aug 19 2022

MAX1221 Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for MAX1221.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

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Date Value
July 31, 2022 --

Sortino Ratio Definition

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Historical Sortino (5Y) Range, Past 5 Years

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Minimum
Jul 2022
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Maximum
Jul 2022
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Average
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Median
Jul 2022

Historical Sortino (5Y) Benchmarks

DFA US Core Equity Class A (H) Upgrade
RBC U.S. Equity Value Fund A Upgrade
PH&N US Multi-Style All-Cap Equity Fd A Upgrade
PH&N U.S. Dividend Income Fund A Upgrade
TD Dow Jones Industrial Avg Index - I Upgrade

Historical Sortino (5Y) Related Metrics

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