Sortino ratio is not yet available for SDAY.NEO. 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 Enhanced U.S. Equity DayMAX™ ETF's Sortino Ratio with other ETFs in the Derivative Income category across multiple time periods, showing how SDAY.NEO'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 16, 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 | 8.12 | |||
| CBNK.TO | Mulvihill Canadian Bank Enhanced Yield ETF | 7.66 | |||
| BANK.TO | Evolve Canadian Banks and Lifecos Enhanced Yield Index Fund | 7.19 | |||
| ZWB.TO | BMO Covered Call Canadian Banks ETF | 6.84 | |||
| BKCC.TO | Global X Equal Weight Canadian Bank Covered Call ETF | 6.46 | |||
| BKCL.TO | Global X Enhanced Equal Weight Canadian Banks Covered Call ETF | 6.42 | |||
| HMAX.TO | Hamilton Canadian Financials Yield Maximizer ETF | 5.83 | |||
| RCDC.TO | RBC Canadian Dividend Covered Call ETF | 5.48 | |||
| ZWC.TO | BMO CA High Dividend Covered Call ETF | 5.23 | |||
| GOGY.TO | Harvest Alphabet Enhanced High Income Shares ETF Class A Units | 5.02 | |||
| SDAY.NEO | Hamilton Enhanced U.S. Equity DayMAX™ ETF | — |
Historical Sortino Ratio
The chart shows SDAY.NEO'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 SDAY.NEO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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