SPDR S&P SmallCap 600 ESG ETF (ESIX)

31.31 0.00 (0.00%) USD  |  NYSEARCA  |  Jan 03, 16:00
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ESIX 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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Sortino Ratio Definition

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Historical Sortino (Since Inception) Range, Past 5 Years

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Maximum
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Average
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Median

Historical Sortino (Since Inception) Benchmarks

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JPMorgan Diversified Return US Small Cp Equity ETF Upgrade
Inspire Small/Mid Cap ETF Upgrade
Invesco NASDAQ Future Gen 200 ETF Upgrade
WisdomTree US SmallCap Quality Growth Fund --
Invesco S&P SmallCap 600 GARP ETF --

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