State Street SPDR MSCI EAFE Fossil Fuel Res Fr ETF (EFAX)

51.30 -1.20 (-2.29%) USD  |  NYSEARCA  |  Mar 05, 16:00
51.00 -0.30 (-0.58%) After-Hours: 20:00
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EFAX Historical Sortino (Since Inception)

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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Median

Historical Sortino (Since Inception) Benchmarks

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iShares ESG Advanced MSCI EAFE ETF Upgrade
iShares MSCI ACWI ex US ETF Upgrade
State Street SPDR Portfolio Devt World ex-US ETF Upgrade
iShares Core MSCI Total International Stock ETF Upgrade
iShares Core MSCI EAFE 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