iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV)

67.03 +0.12 (+0.18%) USD  |  BATS  |  Jan 23, 16:00
66.97 -0.06 (-0.09%) After-Hours: 20:00
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EEMV Historical Sortino (3Y)

Historical Sortino (3Y) 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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Historical Sortino Ratio Definition

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

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Historical Sortino (3Y) Range, Past 5 Years

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Historical Sortino (3Y) Benchmarks

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Schwab Emerging Markets Equity ETF Upgrade
iShares Core MSCI Emerging Markets ETF Upgrade
Columbia EM Core ex-China ETF Upgrade
Goldman Sachs ActiveBeta Em Mkts Equity ETF Upgrade
iShares MSCI Emerging Markets 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