FlexShares STOXX US ESG Select Index Fund (ESG)

161.80 +0.35 (+0.22%) USD  |  BATS  |  Apr 16, 16:00
170.93 +9.13 (+5.64%) After-Hours: 18:30
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ESG 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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FlexShares US Quality Low Volatility Index Fund Upgrade
Fidelity Stocks for Inflation ETF Upgrade
Fidelity US Multifactor ETF Upgrade
FlexShares ESG & Climate US Large Cap Core Index Upgrade
Hartford Disciplined US Equity ETF Upgrade

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