iShares ESG Aware MSCI USA Small-Cap ETF (ESML)

46.91 -0.12 (-0.26%) USD  |  BATS  |  Dec 26, 16:00
46.92 +0.01 (+0.02%) After-Hours: 20:00
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ESML Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for ESML.
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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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iShares MSCI USA Small-Cap Min Vol Factor ETF Upgrade
iShares MSCI USA Min Vol Factor ETF Upgrade
iShares ESG Aware MSCI USA ETF Upgrade
Invesco MSCI USA ETF Upgrade
iShares ESG MSCI USA Leaders 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