Avantis All Equity Markets ETF (AVGE)

73.34 +0.80 (+1.10%) USD  |  NYSEARCA  |  Dec 24, 13:00
73.34 0.00 (0.00%) After-Hours: 13:59
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AVGE 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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Sortino Ratio Definition

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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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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Aberdeen Global Dynamic Dividend Fund Upgrade
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Aberdeen Total Dynamic Dividend Fund Upgrade
NYLI Global Equity R&D Leaders ETF Upgrade
Goldman Sachs ActiveBeta World Low Vol Plus Equity 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