iShares MSCI Eurozone ETF (EZU)

67.42 -0.28 (-0.41%) USD  |  BATS  |  Apr 15, 16:00
67.40 -0.02 (-0.04%) Pre-Market: 20:00
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EZU Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for EZU.
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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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Median

Historical Sortino (Since Inception) Benchmarks

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State Street SPDR EURO STOXX 50 ETF Upgrade
iShares Core MSCI Europe ETF Upgrade
State Street SPDR Portfolio Europe ETF Upgrade
iShares Currency Hedged MSCI Eurozone ETF Upgrade
iShares MSCI Europe Small-Cap 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