iShares MSCI EAFE Min Vol Factor ETF (EFAV)

92.49 +0.45 (+0.49%) USD  |  BATS  |  Apr 06, 16:00
92.56 +0.07 (+0.08%) Pre-Market: 06:14
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EFAV Historical Sortino (10Y)

Historical Sortino (10Y) 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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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Fidelity International Multifactor ETF --
VanEck Morningstar International Moat ETF Upgrade
iShares MSCI Global Min Vol Factor ETF Upgrade
VictoryShares International Value Momentum ETF --
WisdomTree Global High Dividend Fund Upgrade

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade