Dimensional Global Credit ETF (DGCB)

53.56 +0.02 (+0.03%) USD  |  NASDAQ  |  Nov 15, 16:00
53.54 -0.02 (-0.04%) After-Hours: 20:00
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DGCB Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for DGCB.
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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 Core Pls Fxd Inc ETF --
iShares USD Green Bond ETF Upgrade
Vanguard Total World Bond ETF Upgrade
Capital Group Intl Bd ETF USD-Hdg --

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