Northern Trust STOXX US ESG Select ETF (ESG)

182.56 -0.69 (-0.38%) USD  |  BATS  |  Sep 04, 16:00
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ESG Historical Sortino (10Y)

Historical Sortino (10Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Historical Sortino (10Y) Data

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Date Value
August 31, 2026 --
Date Value
July 31, 2026 --

Historical Sortino Ratio Definition

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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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Fidelity Stocks for Inflation ETF --
Northern Trust ESG & Climate US Large Cap Core ETF --
Hartford Disciplined US Equity ETF --
Vanguard Russell 1000 ETF Upgrade
John Hancock Multifactor Large Cap ETF Upgrade

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade