Goldman Sachs MSCI World Private Eqty Ret Trck ETF (GTPE)

51.98 -0.12 (-0.22%) USD  |  NASDAQ  |  Dec 30, 16:00
52.09 +0.11 (+0.21%) After-Hours: 20:00
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GTPE Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for GTPE.
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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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Historical Sortino (Since Inception) Benchmarks

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City Different Investments Global Equity ETF --

Historical Sortino (Since Inception) Related Metrics

Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade