Global X Gold Explorers ETF (GOEX)

86.10 -3.02 (-3.39%) USD  |  NYSEARCA  |  Apr 02, 16:00
87.00 +0.90 (+1.05%) After-Hours: 20:00
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GOEX Historical Sortino (15Y)

Historical Sortino (15Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Median

Historical Sortino (15Y) Benchmarks

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Global X Silver Miners ETF Upgrade
iShares MSCI Global Silver and Metals Miners ETF --
Sprott Junior Gold Miners ETF --
VanEck Junior Gold Miners ETF Upgrade
Themes Gold Miners 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