Nomura Focused Emerging Markets Equity ETF (EMEQ)

39.39 -0.81 (-2.01%) USD  |  NASDAQ  |  Dec 11, 16:00
39.60 +0.21 (+0.53%) After-Hours: 20:00
More

EMEQ Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for EMEQ.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (Since Inception) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Historical Sortino Ratio Definition

View Historical Sortino Ratio Definition
Start Trial

Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

Read full definition.

Historical Sortino (Since Inception) Range, Past 5 Years

View Historical Sortino (Since Inception) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (Since Inception) Benchmarks

View Historical Sortino (Since Inception) Benchmarks
Start Trial
DFA Dimensional Emerging Mkts High Proftblty ETF Upgrade
WisdomTree EM ex-State-Owned Enterprises Upgrade
Fidelity Fundamental Emerging Markets ETF Upgrade
DFA Dimensional Em Mkts Sustainability Core 1 ETF Upgrade
Dimensional Emerging Markets ex China Cr Eqty ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (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