iShares ESG Aware MSCI USA ETF (ESGU)

150.37 -0.56 (-0.37%) USD  |  NASDAQ  |  Dec 29, 16:00
150.31 -0.06 (-0.04%) After-Hours: 20:00
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ESGU Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for ESGU.
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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 MSCI USA ETF Upgrade
iShares ESG MSCI USA Leaders ETF Upgrade
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iShares ESG Optimized MSCI USA Min Vol Factor ETF Upgrade
iShares Paris-Aligned Climate Optmzd MSCI USA 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