iShares Currency Hedged MSCI ACWI ex US ETF (HAWX)

32.00 +0.12 (+0.37%) USD  |  NYSEARCA  |  Dec 23, 16:00
32.00 0.00 (0.00%) After-Hours: 20:00
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HAWX Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for HAWX.
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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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Sortino Ratio Definition

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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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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Xtrackers MSCI All Wld x US Hdg Eqty ETF Upgrade
Invesco S&P Intl Developed Low Volatility ETF Upgrade
SPDR MSCI EAFE Fossil Fuel Reserves Free ETF Upgrade
Nuveen ESG International Developed Markets Eqty Upgrade
PIMCO RAFI Dynamic Multi-Factor Internatl Eqty ETF 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