VanEck Environmental Services ETF (EVX)

39.62 +0.29 (+0.73%) USD  |  NYSEARCA  |  Apr 02, 16:00
38.00 -1.62 (-4.09%) After-Hours: 20:00
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EVX Historical Sortino (15Y)

Historical Sortino (15Y) Chart

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Sep '18
Jan '19
May '19
 
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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 (15Y) Range, Past 5 Years

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Historical Sortino (15Y) Benchmarks

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KraneShares Electric Vehicles and Future Mobility --
Global X Defense Tech ETF --
First Trust S-Network Future Vehicles & Tech ETF --
Siren NexGen Economy ETF --
iShares Self-Driving EV and Tech ETF --

Historical Sortino (15Y) Related Metrics

Alpha (15Y) Upgrade
Beta (15Y) Upgrade
Alpha (vs YCharts Benchmark) (15Y) Upgrade
Beta (vs YCharts Benchmark) (15Y) Upgrade
Annualized Standard Deviation of Monthly Returns (15Y Lookback) Upgrade
Historical Sharpe Ratio (15Y) Upgrade
Max Drawdown (15Y) Upgrade
Monthly Value at Risk (VaR) 5% (15Y Lookback) Upgrade