Calvert US Large-Cap Diversity, Eqty & Inc Idx ETF (CDEI)

93.53 -0.78 (-0.83%) USD  |  NYSEARCA  |  Sep 01, 16:00
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CDEI Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Historical Sortino (5Y) Data

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Date Value

Historical Sortino Ratio Definition

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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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