Fidelity Fundamental Emerging Markets ETF (FFEM)

34.26 -0.21 (-0.61%) USD  |  BATS  |  Mar 27, 16:00
34.10 -0.16 (-0.47%) After-Hours: 20:00
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FFEM Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for FFEM.
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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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Global X Emerging Markets Great Consumer ETF Upgrade
Harbor Emerging Markets Select ETF --
Global X Emerging Markets ex-China ETF Upgrade
iShares MSCI Emerging Markets Quality Factor ETF Upgrade
WisdomTree EM ex-State-Owned Enterprises 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