Sortino ratio is not yet available for CMAX.TO. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares Hamilton Canadian Equity YIELD MAXIMIZER ETF's Sortino Ratio with other ETFs in the Derivative Income category across multiple time periods, showing how CMAX.TO's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| HLIF.TO | Harvest Canadian Equity Income Leaders ETF Class A | 8.26 | |||
| CBNK.TO | Mulvihill Canadian Bank Enhanced Yield ETF | 7.01 | |||
| BANK.TO | Evolve Canadian Banks and Lifecos Enhanced Yield Index Fund | 6.53 | |||
| BKCL.TO | Global X Enhanced Equal Weight Canadian Banks Covered Call ETF | 6.04 | |||
| BKCC.TO | Global X Equal Weight Canadian Bank Covered Call ETF | 6.03 | |||
| ZWC.TO | BMO CA High Dividend Covered Call ETF | 5.39 | |||
| GOGY.TO | Harvest Alphabet Enhanced High Income Shares ETF Class A Units | 5.29 | |||
| RCDC.TO | RBC Canadian Dividend Covered Call ETF | 5.29 | |||
| HMAX.TO | Hamilton Canadian Financials Yield Maximizer ETF | 5.28 | |||
| SMAX.TO | Hamilton U.S. Equity YIELD MAXIMIZER ETF | 5.04 | |||
| CMAX.TO | Hamilton Canadian Equity YIELD MAXIMIZER ETF | — |
Historical Sortino Ratio
The chart shows CMAX.TO's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when CMAX.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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