DFA Dimensional World ex US Core Equity 2 ETF (DFAX)

25.03 +0.20 (+0.81%) USD  |  NYSEARCA  |  Dec 24, 16:00
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DFAX 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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Historical Sortino (Since Inception) Benchmarks

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Vanguard Developed Markets Index Fund ETF Upgrade
Vanguard FTSE All-World ex US Index Fund ETF Upgrade
iShares MSCI ACWI ex US ETF Upgrade
SPDR MSCI ACWI ex-US ETF Upgrade
Schwab International Equity 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