Dimensional Emerging Markets ex China Cr Eqty ETF (DEXC)

63.15 -0.45 (-0.71%) USD  |  NYSEARCA  |  Jan 20, 16:00
63.00 -0.15 (-0.24%) After-Hours: 07:48
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DEXC 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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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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Avantis Responsible Emerging Markets Equity ETF Upgrade
Avantis Emerging Markets ex-China Equity ETF Upgrade
Strive Emerging Markets Ex-China ETF Upgrade
Goldman Sachs MarketBeta Emerging Markets Eqty ETF Upgrade
Lazard Emerging Markets Opportunities ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (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