Dimensional Global Core Pls Fxd Inc ETF (DFGP)

54.15 +0.06 (+0.12%) USD  |  NASDAQ  |  Nov 15, 16:00
54.14 -0.01 (-0.02%) After-Hours: 20:00
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DFGP Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for DFGP.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (Since Inception) Data

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Date Value

Sortino Ratio Definition

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

Dimensional Global Sstby Fxd Inc ETF Upgrade
Dimensional Global Credit ETF --
Vanguard Total International Bond ETF Upgrade
iShares Core International Aggt Bd ETF Upgrade
Vanguard Total World Bond 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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade