iShares ESG Aware MSCI USA ETF (ESGU)

150.85 +0.39 (+0.26%) USD  |  NASDAQ  |  Dec 11, 16:00
150.28 -0.57 (-0.38%) Pre-Market: 08:56
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ESGU Historical Sortino (5Y)

Historical Sortino (5Y) 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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Invesco MSCI USA ETF Upgrade
iShares ESG MSCI USA Leaders ETF Upgrade
iShares MSCI USA Min Vol Factor ETF Upgrade
iShares ESG Optimized MSCI USA Min Vol Factor ETF --
iShares Paris-Aligned Climate Optmzd MSCI USA ETF --

Historical Sortino (5Y) Related Metrics

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