Essential 40 Stock ETF (ESN)

18.32 +0.13 (+0.73%) USD  |  NASDAQ  |  Feb 13, 16:00
18.36 +0.04 (+0.23%) After-Hours: 20:00
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ESN 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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VictoryShares US Multi-Factor Minimum Vol ETF Upgrade
Dimensional US Large Cap Vector ETF Upgrade
Principal Value ETF Upgrade
PIMCO RAFI Dynamic Multi-Factor US Equity ETF Upgrade
American Century US Quality Value 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