Canada Life US Small-Mid Cap Growth FW (MAX8729)

10.17 -0.26 (-2.49%) CAD  |  Jun 28 2022

MAX8729 Historical Sortino (All)

Historical Sortino (All) Chart

View Historical Sortino (All) for MAX8729.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (All) Data

View and export this data back to 2022. Upgrade now.
Date Value
May 31, 2022 --
April 30, 2022 --
March 31, 2022 --
Date Value
February 28, 2022 --
January 31, 2022 --

Sortino Ratio Definition

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

Read full definition.

Historical Sortino (All) Range, Past 5 Years

Upgrade
Minimum
May 2022
Upgrade
Maximum
Jan 2022
Upgrade
Average
Upgrade
Median
Feb 2022

Historical Sortino (All) Benchmarks

Mackenzie US S-M Cap Gr Ccy Ntrl T5 Upgrade
Mackenzie US Small-Mid Cap Growth PW Upgrade
IG Mackenzie U.S. Opportunities J NL Upgrade
Mackenzie US Mid Cap Opportunities PWT5 Upgrade
Mackenzie US Mid Cap Opps Ccy Ntl A Upgrade

Historical Sortino (All) Related Metrics

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