iShares Global Industrials ETF (EXI)

183.42 +1.71 (+0.94%) USD  |  NYSEARCA  |  Jan 09, 16:00
183.75 +0.33 (+0.18%) Pre-Market: 20:00
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EXI Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for EXI.
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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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Maximum
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Median

Historical Sortino (Since Inception) Benchmarks

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State Street Industrial Select Sector SPDR ETF Upgrade
iShares US Industrials ETF Upgrade
Pacer Industrials and Logistics ETF Upgrade
Pacer Solactive Whitney Future of Warfare ETF Upgrade
WEBs Industrials XLI Defined Volatility 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