EVLU Historical Sortino (Since Inception) Analysis

iShares MSCI Emerging Markets Value Factor ETF (EVLU)

31.62 +0.29 (+0.93%) USD | BATS | Dec 19, 12:52

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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Minimum

Maximum

Average

Median

Historical Sortino (Since Inception) Benchmarks

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ProShares MSCI Emerging Markets Dividend Grwrs ETF	Upgrade
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First Trust Emerging Markets AlphaDEX Fund	Upgrade
iShares Emerging Markets Dividend ETF	Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception)	Upgrade
Beta (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