iShares MSCI Emerging Markets ex China ETF (EMXC)

81.33 -4.76 (-5.53%) USD  |  NASDAQ  |  Mar 03, 16:00
81.00 -0.33 (-0.41%) After-Hours: 20:00
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EMXC 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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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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Historical Sortino (Since Inception) Benchmarks

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Schwab Emerging Markets Equity ETF Upgrade
iShares MSCI Emerging Markets Min Vol Factor ETF Upgrade
iShares Core MSCI Emerging Markets ETF Upgrade
WisdomTree EM ex-State-Owned Enterprises Upgrade
Columbia EM Core ex-China 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