Sortino ratio is not yet available for DGLM.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 Desjardins Global Macro ETF's Sortino Ratio with other ETFs in the Multistrategy category across multiple time periods, showing how DGLM.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 Jul 31, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| RGBM.TO | Return Stacked Global Balanced & Macro ETF | 3.22 | |||
| PFMS.TO | Picton Multi-Strategy Alternative Fund ETF | 2.64 | |||
| NALT.TO | NBI Liquid Alternatives ETF | 2.07 | |||
| PMM.TO | Purpose Multi-Strategy Market Neutral Fund | 2.00 | |||
| DGLM.TO | Desjardins Global Macro ETF | — |
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Historical Sortino Ratio
The chart shows DGLM.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 DGLM.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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