RBC U.S. Equity Fund T5 (RBF440)

34.38 -0.10 (-0.28%) CAD  |  Aug 16 2022

RBF440 Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for RBF440.
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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 --
June 30, 2022 --
May 31, 2022 --
Date Value
April 30, 2022 --
March 31, 2022 --
February 28, 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
Jun 2022
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Maximum
Mar 2022
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Average
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Median

Historical Sortino (5Y) Benchmarks

RBC U.S. Dividend Fund T5 Upgrade
SEI US Large Company Eq Hedge Cl E Upgrade
PH&N U.S. Equity Fund A Upgrade
NBI SmartData US Equity T5 Upgrade
Russell Inv Multi-Factor US Eq Pool B --

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
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