iShares Emerging Markets Fundamental Index ETF (CWO.NO)

48.29 -0.56 (-1.15%) CAD  |  NEO  |  Dec 16, 15:45
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CWO.NO Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for CWO.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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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CI Emerging Markets Dividend Index ETF Non-Hedged Upgrade
iShares MSCI Min Vol Emerging Markets Idx ETF Upgrade
Purpose Emerging Markets Dividend Fund ETF Upgrade
Franklin Emerging Markets Equity Index ETF Upgrade
Global X Emerging Markets Eq Index Corp Class ETF Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (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