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

37.70 -0.10 (-0.27%) USD  |  NASDAQ  |  Dec 29, 16:00
37.81 +0.11 (+0.28%) After-Hours: 20:00
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CEFA Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for CEFA.
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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 (Since Inception) Range, Past 5 Years

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Median

Historical Sortino (Since Inception) 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 (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