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).
Sharpe Ratio. The Sharpe ratio subtracts the risk-free rate from the mutual fundâs rate of return and divides the result by the fundâs number of standard deviations. In other words, it is return divided by risk. The higher the Sharpe ratio, the more return you are getting for the risk you are taking.For example, suppose a fundâs annual ROR is 25 percent with a standard deviation of 10, and the T-Bill returns 5 percent annualized.he fundâs Sharpe ratio is 25 percent minus 5 percent, or 20 percent, divided by the standard deviation of 10, giving a ratio of 2.0. You can shop for mutual funds on any number of bases, but comparing Sharpe ratios is a very important way of gauging whether you are getting a good return for the risk you are taking.