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 Basel III framework introduced a simple, transparent, nonrisk based - leverage ratio to act as. a credible supplementary measure to the risk-based capital requirements. The leverage ratio is intended. to: â¢ restrict the build-up of leverage in the banking sector avoid destabilising deleveraging to. processes that can damage the broader financial system and the economy; and. â¢ reinforce the risk-based requirements with a simple, non-risk based âbackstopâ measure.