DFA Dimensional Glbl Sustainability Fx Inc ETF (DFSB)

50.88 -0.11 (-0.22%) USD  |  NYSEARCA  |  Dec 19, 11:48
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DFSB 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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Median

Historical Sortino (Since Inception) Benchmarks

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Dimensional Global Core Plus Fixed Income ETF Upgrade
Dimensional Global Credit ETF Upgrade
iShares USD Green Bond ETF Upgrade
Vanguard Total World Bond ETF Upgrade
Capital Group International Bond ETF (USD-Hedged) --

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