CI Enhanced Sortino Ratio
| FSB Etf | | | CAD 9.62 -0.01 -0.10% |
CI Enhanced sortino ratio lookup summarizes this and related technical indicators for CI Enhanced Short. Data availability can vary by region and feed;
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CI Enhanced Short has current Sortino Ratio of 0.0082. The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio or strategy. It is a special subset of the Sharpe ratio but penalizes only those returns falling below a user-specified target, or the required rate of return, while the Sharpe ratio penalizes both upside and downside volatility equally. Though both ratios measure an investment risk-adjusted returns, they do so in significantly different ways that will frequently lead to differing conclusions as the true nature of the investment return-generating efficiency.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0082 | |
| ER[a] | = | Expected return on investing in CI Enhanced |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
CI Enhanced Sortino Ratio Peers Comparison
FSB Sortino Ratio Relative To Other Indicators
CI Enhanced Short currently holds the
# 5 position in sortino ratio as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
63.66 of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for CI Enhanced Short is roughly
63.66 The Sortino ratio is named after Frank A. Sortino and can be interpreted as the actual rate of return in excess of the investor target rate of return per unit of downside risk
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