iShares MSCI BIC ETF (BKF)

40.71 -0.02 (-0.06%) USD  |  NYSEARCA  |  Apr 02, 16:00
39.01 -1.70 (-4.17%) After-Hours: 20:00
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BKF Historical Sortino (15Y)

Historical Sortino (15Y) Chart

View Historical Sortino (15Y) for BKF.
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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 (15Y) Range, Past 5 Years

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Historical Sortino (15Y) Benchmarks

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Xtrackers MSCI Em Mkts Hdg Eqty ETF --
Invesco S&P Emerging Markets Momentum ETF --
Hartford Multifactor Emerging Markets ETF --
KraneShares Emerging Markets Consumer Tech Idx ETF --
Xtrackers Emg Mkt Carbon Reduction and Cl Imp ETF --

Historical Sortino (15Y) Related Metrics

Alpha (15Y) Upgrade
Beta (15Y) Upgrade
Alpha (vs YCharts Benchmark) (15Y) Upgrade
Beta (vs YCharts Benchmark) (15Y) Upgrade
Annualized Standard Deviation of Monthly Returns (15Y Lookback) Upgrade
Historical Sharpe Ratio (15Y) Upgrade
Max Drawdown (15Y) Upgrade
Monthly Value at Risk (VaR) 5% (15Y Lookback) Upgrade