Global X Emerging Markets ex-China ETF (EMM)

27.74 -0.10 (-0.34%) USD  |  NYSEARCA  |  Dec 17, 16:00
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EMM 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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Sortino Ratio Definition

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

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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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Matthews Emerging Markets ex China Active ETF Upgrade
Matthews Emerging Markets Equity Active ETF Upgrade
WisdomTree Emerging Markets Ex-China Fund Upgrade
Global X Emerging Markets Great Consumer ETF Upgrade
Fidelity Fundamental Emerging Markets ETF --

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