EMDV Historical Sortino (Since Inception) Trends

ProShares MSCI Emerging Markets Dividend Grwrs ETF (EMDV)

42.68 0.00 (0.00%) USD | BATS | Jan 03, 16:00

View Historical Sortino (Since Inception) for EMDV.
Upgrade now.

Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

View Historical Sortino (Since Inception) Chart

Start Trial

View Historical Data

Start Trial

View Sortino Ratio Definition

Start Trial

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

View Historical Sortino (Since Inception) Range, Past 5 Years

Start Trial

Minimum

Maximum

Average

Median

View Historical Sortino (Since Inception) Benchmarks

Start Trial

First Trust Bloomberg Emerging Mkt Democracies ETF	Upgrade
National Security Emerging Markets Index ETF	Upgrade
iShares MSCI Emerging Markets Quality Factor ETF	--
SPDR Portfolio Emerging Markets ETF	Upgrade
Invesco Dorsey Wright Emerging Markets Mo ETF	Upgrade

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