EEMV Historical Sortino (Since Inception) Analysis

iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV)

70.01 -0.14 (-0.20%) USD | BATS | Apr 27, 16:00

69.99 -0.02 (-0.03%) Pre-Market: 20:00

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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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 (Since Inception) Range, Past 5 Years

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Minimum

Maximum

Average

Median

Historical Sortino (Since Inception) 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 (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