iShares US Fundamental Index ETF (CLU.NO)

61.51 +1.06 (+1.75%) CAD  |  NEO  |  Dec 11, 16:00
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CLU.NO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for CLU.NO.
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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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Historical Sortino (Since Inception) Benchmarks

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Invesco RAFI U.S. Index ETF - CAD hedged Upgrade
iShares US Fundamental Index ETF (Non-Hedged) Upgrade
Invesco RAFI U.S. Index ETF II Upgrade
iShares MSCI Min Vol USA Idx ETF (CAD-Hedged) Upgrade
BMO MSCI USA Value Index 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