Franklin Brandywine Glbl Sustnbl Inc Optm Sr O (TML173)

6.468 +0.02 (+0.23%) CAD  |  Dec 20 2024
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TML173 Historical Sharpe Ratio (Since Inception)

Historical Sharpe Ratio (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 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.

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Historical Sharpe Ratio (Since Inception) Range, Past 5 Years

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Historical Sharpe Ratio (Since Inception) Benchmarks

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Manulife Strategic Income Fund Series H USD Upgrade
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Historical Sharpe Ratio (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 Sortino (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade

Historical Sharpe Ratio (Since Inception) Excel Add-In Codes

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Metric Code: historical_sharpe_all
Latest Data Point: =YCP("M:TML173.TO", "historical_sharpe_all")
Last 5 Data Points: =YCS("M:TML173.TO", "historical_sharpe_all", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.