Xtrackers MSCI EAFE Hi Dv Yld Eq ETF (HDEF)

34.03 +0.16 (+0.47%) USD  |  NYSEARCA  |  Feb 24, 16:00
34.00 -0.03 (-0.09%) After-Hours: 20:00
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HDEF Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Invesco RAFI Developed Mkts ex-US ETF Upgrade
Schwab Fundamental Intl Equity ETF Upgrade
Schwab International Dividend Equity ETF --
WisdomTree True Developed International Fund Upgrade
WisdomTree International High Dividend 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