Manulife Balanced Portfolio Series FT6 (MMF3979)

11.67 -0.01 (-0.07%) CAD  |  Dec 27 2024
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MMF3979 Historical Sharpe Ratio (5Y)

Historical Sharpe Ratio (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 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.

Read full definition.

Historical Sharpe Ratio (5Y) Range, Past 5 Years

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Historical Sharpe Ratio (5Y) Benchmarks

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Historical Sharpe Ratio (5Y) Related Metrics

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Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
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Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade

Historical Sharpe Ratio (5Y) Excel Add-In Codes

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Metric Code: historical_sharpe_5y
Latest Data Point: =YCP("M:MMF3979.TO", "historical_sharpe_5y")
Last 5 Data Points: =YCS("M:MMF3979.TO", "historical_sharpe_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.