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).
The formula for the Sortino ratio is as follows: Here, R equals the asset's or portfolio's annualized return, r(f) equals the risk-free rate, and DD equals the asset's or portfolio's downside deviation. For example, assume Mutual Fund X has an annualized return of 12% and a downside deviation of 10%.