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).
This risk-adjusted measure was developed by Nobel Laureate William Sharpe. It is calculated by using standard deviation and excess return to determine reward per unit of risk. The higher the Sharpe ratio, the better the fund's historical risk-adjusted performance. The Sharpe ratio is calculated for the past 36-month period by dividing a fund's annualized excess returns over the risk-free rate by its annualized standard deviation. It is recalculated on a monthly basis.