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).
Regression, Alpha, R-Squared. One use of CAPM is to analyze the performance of mutual funds and other portfolios - in particular, to make active fund managers look bad. Each data point in this graph shows the risk-adjusted return of the portfolio and that of the index over one time period in the past. r - Rf = beta x ( Km - Rf ) + alpha. where r is the fund's return rate, Rf is the risk-free return rate, and Km is the return of the index.