iShares ESG Advanced MSCI EM ETF (EMXF)

51.52 +0.39 (+0.76%) USD  |  NASDAQ  |  Feb 11, 11:47
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EMXF 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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Invesco Dorsey Wright Emerging Markets Mo ETF Upgrade
Columbia Research Enhanced Emerging Economies ETF Upgrade
iShares Currency Hedged MSCI Emerging Markets ETF Upgrade
Fidelity Emerging Markets Multifactor ETF Upgrade
Goldman Sachs MarketBeta Emerging Markets 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