iShares Select US REIT ETF (ICF)

60.10 -0.23 (-0.38%) USD  |  BATS  |  Dec 09, 14:55
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ICF Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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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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Median

Historical Sortino (Since Inception) Benchmarks

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iShares US Real Estate ETF Upgrade
iShares US Medical Devices ETF Upgrade
iShares US Broker-Dealers & Securities Exch ETF Upgrade
iShares US Digital Infra & Real Estate ETF Upgrade
iShares US Aerospace & Defense ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (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