iShares U.S. Equity Fac Rotation Act ETF (DYNF)

52.06 -0.28 (-0.53%) USD  |  NYSEARCA  |  Nov 14, 16:00
52.99 +0.92 (+1.78%) After-Hours: 20:00
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DYNF Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for DYNF.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

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Date Value
October 31, 2024 --
September 30, 2024 --
August 31, 2024 --
Date Value
July 31, 2024 --
June 30, 2024 --
May 31, 2024 --

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 (5Y) Range, Past 5 Years

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Minimum
Jul 2024
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Maximum
May 2024
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Average
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Median

Historical Sortino (5Y) Benchmarks

iShares Russell Top 200 ETF Upgrade
Adams Diversified Equity Fund Inc Upgrade
Liberty All Star Equity Fund Upgrade
iShares Russell 1000 ETF Upgrade
iShares Dow Jones US ETF Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade