DFA Dimensional US Targeted Value ETF (DFAT)

58.57 -0.02 (-0.03%) USD  |  NYSEARCA  |  Dec 16, 16:00
58.55 -0.02 (-0.03%) After-Hours: 20:00
More

DFAT Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for DFAT.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Sortino Ratio Definition

View Sortino Ratio Definition
Start Trial

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

Read full definition.

Historical Sortino (Since Inception) Range, Past 5 Years

View Historical Sortino (Since Inception) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (Since Inception) Benchmarks

View Historical Sortino (Since Inception) Benchmarks
Start Trial
DFA Dimensional US Small Cap Value ETF Upgrade
iShares Russell 2000 Value ETF Upgrade
iShares S&P Small-Cap 600 Value ETF Upgrade
SPDR S&P 600 Small Cap Value ETF Upgrade
Vanguard S&P Small-Cap 600 Val Index Fund 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