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 Treynor ratio is another risk-adjusted performance figure that is very similar to the Sharpe ratio. Both ratios measure how well an investment vehicle compensates the investor for a given level of risk. Both measure excess return above the risk-free rate per unit of risk. The main difference is that the Sharpe ratio uses standard deviation as the risk measure, whereas the Treynor ratio uses beta.