Brandes US Small-Mid Cap Value ETF (BSMC)

30.66 +0.13 (+0.44%) USD  |  BATS  |  Dec 24, 16:00
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BSMC 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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Distillate Small/Mid Cash Flow ETF Upgrade
Hartford Multifactor Small Cap ETF Upgrade
Royce Quant Small-Cap Quality Value ETF Upgrade
ETC 6 Meridian Small Cap Equity ETF Upgrade
Roundhill Acquirers Deep Value ETF 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