In the winter (like now), they are the same as Halifax, NS and as noted above are 1 hour ahead of NYC... BUT. in the spring and summer (after the spring forward time change) the DR is the same as NYC. Until the fall back time change in the Fall when they once again are the same as Halifax, NS and one hour earlier than NYC. Etc., etc., etc.
The Sortino ratio, named after Frank A. Sortino, measures the risk-adjusted return of an individual asset or a portfolio, as do the Sharpe and Treynor ratios. However, it only concerns itself with returns that fall below a user-specific minimum or required rate of return (minimum accepted return, or MAR).
From the parmacoepi point of view, the best risk estimator is the relative risk (RR, event rate in exposed/event rate in non-exposed). This cannot be measured in case-controls studies, because the cases and the controls are independent, and the overall event rates are fixed by the cas/control ratio.