Goldman Sachs MarketBeta International Equity ETF (GSID)

70.94 +1.05 (+1.50%) USD  |  BATS  |  Apr 01, 16:00
70.94 0.00 (0.00%) After-Hours: 17:04
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GSID Historical Sortino (5Y)

Historical Sortino (5Y) 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 (5Y) Range, Past 5 Years

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Median

Historical Sortino (5Y) Benchmarks

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American Century Quality Diversified Internatl ETF Upgrade
Goldman Sachs MarketBeta Total Internatl Eqty ETF --
Goldman Sachs ActiveBeta International Equity ETF Upgrade
FlexShares Dev Mkts ex-US Ql Low Volatility Idx Fd Upgrade
FlexShares ESG & Climate Dev Mkts ex-US Core Ix Fd --

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade