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 ratio measures the excess return (or risk premium) per unit of deviation in an investment asset or a trading strategy, typically referred to as risk (and is a deviation risk measure), named after William F. Sharpe. To this day, the Sharpe ratio is still found as a prime metric for any alternative investment.his ratio is just the Sharpe ratio, only using minimum acceptable return instead of the risk-free rate in the numerator, and using standard deviation of returns instead of standard deviation of excess returns in the denominator. In 1966, William F. Sharpe developed what is now known as the Sharpe ratio.