SPDR S&P China ETF (GXC)

96.81 -0.74 (-0.76%) USD  |  NYSEARCA  |  Dec 31, 16:00
96.95 +0.14 (+0.14%) After-Hours: 20:00
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GXC 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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Historical Sortino (5Y) Benchmarks

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Xtrackers Hvst CSI 300 China A-Shs ETF Upgrade
Xtrackers Hvst CSI500 China A-Shs SC ETF Upgrade
iShares MSCI Hong Kong ETF Upgrade
iShares MSCI Sweden ETF Upgrade
iShares MSCI France ETF Upgrade

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