iShares MSCI ACWI ex US ETF (ACWX)

74.84 +0.74 (+1.01%) USD  |  NASDAQ  |  Feb 25, 16:00
75.29 +0.46 (+0.61%) After-Hours: 17:14
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ACWX Historical Sortino (3Y)

Historical Sortino (3Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (3Y) Range, Past 5 Years

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Historical Sortino (3Y) Benchmarks

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State Street SPDR Portfolio Devt World ex-US ETF Upgrade
iShares Core MSCI Total International Stock ETF Upgrade
iShares Core MSCI EAFE ETF Upgrade
iShares Currency Hedged MSCI EAFE ETF Upgrade
iShares MSCI Intl Quality Factor ETF Upgrade

Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Alpha (vs YCharts Benchmark) (3Y) Upgrade
Beta (vs YCharts Benchmark) (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Max Drawdown (3Y) Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade