WisdomTree Dynamic Currency Hdg Intl SmallCap Eqty (DDLS)

34.64 -0.11 (-0.32%) USD  |  BATS  |  Dec 20, 16:00
34.72 +0.08 (+0.23%) Pre-Market: 20:00
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DDLS Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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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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Sortino Ratio Definition

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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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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WisdomTree International SmallCap Dividend Fund Upgrade
Invesco FTSE RAFI Developed Mkts ex-US SM ETF Upgrade
First Trust Developed Markets ex-US SC AlphaDEX Fd Upgrade
iShares Intl Developed Small Cap Value Factor ETF Upgrade
Avantis International Small Cap Value 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