SPDR MSCI Emerg Mkts Fossil Fuel Reserves Free ETF (EEMX)

45.84 +0.44 (+0.96%) USD  |  NYSEARCA  |  Jan 22, 16:00
45.74 -0.10 (-0.21%) Pre-Market: 20:00
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EEMX Historical Sortino (10Y)

Historical Sortino (10Y) Chart

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Sep '18
Jan '19
May '19
 
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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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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