Avantis International Small Cap Value ETF (AVDV)

108.01 +0.55 (+0.51%) USD  |  NYSEARCA  |  Feb 11, 16:00
109.00 +0.99 (+0.92%) Pre-Market: 09:21
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AVDV Historical Sortino (Since Inception)

Historical Sortino (Since Inception) 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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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DFA Dimensional International Small Cap Value ETF Upgrade
Schwab Fundamental Intl Small Equity ETF Upgrade
iShares Intl Developed Small Cap Value Factor ETF Upgrade
WisdomTree International SmallCap Dividend Fund Upgrade
First Trust Developed Markets ex-US SC AlphaDEX Fd Upgrade

Historical Sortino (Since Inception) Related Metrics

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