EMNT Historical Sortino (5Y) Analysis

PIMCO Enhanced Short Maturity Active ESG Exch Tr (EMNT)

98.52 0.00 (0.00%) USD | NYSEARCA | Jan 07, 16:00

View Historical Sortino (5Y) for EMNT.
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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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View 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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Calvert Ultra-Short Investment Grade ETF	--
Eaton Vance Ultra-Short Income ETF	--
PIMCO Enhanced Short Maturity Active Exch Tr	Upgrade
BNY Mellon Ultra Short Income ETF	--
T Rowe Price Ultra Short-Term Bond ETF	--

Alpha (5Y)	Upgrade
Beta (5Y)	Upgrade
Alpha (vs YCharts Benchmark) (5Y)	Upgrade
Beta (vs YCharts Benchmark) (5Y)	Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	Upgrade
Historical Sharpe Ratio (5Y)	Upgrade
Max Drawdown (5Y)	Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback)	Upgrade