Columbia Research Enhanced Emerging Economies ETF (ECON)

29.12 +0.30 (+1.04%) USD  |  NYSEARCA  |  Jan 22, 16:00
29.12 0.00 (0.00%) After-Hours: 19:30
More

ECON Historical Sortino (3Y)

Historical Sortino (3Y) Chart

View Historical Sortino (3Y) for ECON.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (3Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Historical Sortino Ratio Definition

View Historical Sortino Ratio Definition
Start Trial

Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

Read full definition.

Historical Sortino (3Y) Range, Past 5 Years

View Historical Sortino (3Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (3Y) Benchmarks

View Historical Sortino (3Y) Benchmarks
Start Trial
Invesco Dorsey Wright Emerging Markets Mo ETF Upgrade
iShares Currency Hedged MSCI Emerging Markets ETF Upgrade
Fidelity Emerging Markets Multifactor ETF Upgrade
Goldman Sachs MarketBeta Emerging Markets Eqty ETF Upgrade
iShares ESG Advanced MSCI EM ETF Upgrade

Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Max Drawdown (3Y) Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade