Dimensional Global ex US Cor Fxd Inc ETF (DFGX)

53.81 +0.09 (+0.17%) USD  |  NASDAQ  |  Nov 15, 16:00
53.79 -0.02 (-0.04%) Pre-Market: 20:00
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DFGX Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for DFGX.
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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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Median

Historical Sortino (Since Inception) Benchmarks

SPDR® Blmbg Intl Trs Bd ETF Upgrade
Franklin International Aggregate Bd ETF Upgrade
Dimensional Global Core Pls Fxd Inc ETF --
Vanguard Total International Bond ETF Upgrade
iShares Core International Aggt Bd 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