Manulife Mawer U.S. Equity Private Segregated Pl F (MPS4614)

17.96 +0.15 (+0.83%) CAD  |  Apr 02 2026
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MPS4614 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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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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Eaton Vance Atlanta Capital SMID-Cap Fund C Upgrade
Invesco Small Cap Equity Fund R6 Upgrade
Invesco Equally-Weighted S&P 500 Fund R6 Upgrade
Invesco Diversified Dividend Fund R6 Upgrade
Invesco Small Cap Growth Fund R6 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