Global X S&P Catholic Values Developed ex-US ETF (CEFA)

36.93 -0.20 (-0.54%) USD  |  NASDAQ  |  Dec 31, 16:00
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CEFA Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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VictoryShares International Volatility Wtd ETF Upgrade
Xtrackers MSCI EAFE Selection Equity ETF Upgrade
Schwab International Equity ETF Upgrade
Xtrackers MSCI EAFE Hedged Equity ETF Upgrade
Invesco S&P Intl Developed Momentum ETF Upgrade

Historical Sortino (5Y) Related Metrics

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