EFV Historical Sortino (Since Inception) Analysis

iShares MSCI EAFE Value ETF (EFV)

72.53 -0.93 (-1.27%) USD | BATS | Jan 20, 16:00

72.54 +0.01 (+0.01%) 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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iShares MSCI Intl Value Factor ETF	Upgrade
Franklin Intl Low Volatility High Dividend Index	Upgrade
FlexShares International Quality Div Dyn Idx	Upgrade
FlexShares International Quality Dividend Index Fd	Upgrade
Invesco International BuyBack Achievers 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