First Trust Emerging Markets Local Currency Bd ETF (FEMB)

26.22 -0.14 (-0.53%) USD  |  NASDAQ  |  Dec 24, 13:00
26.22 0.00 (0.00%) After-Hours: 13:59
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FEMB Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for FEMB.
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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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Sortino Ratio Definition

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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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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iShares JP Morgan EM Local Currency Bond ETF Upgrade
SPDR Bloomberg Emerging Markets Local Bond ETF Upgrade
WisdomTree Emerging Markets Local Debt Fund Upgrade
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VanEck China Bond 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