Pacer Developed Markets International Cash Cws 100 (ICOW)

44.41 +0.56 (+1.28%) USD  |  BATS  |  Feb 25, 16:00
44.42 +0.01 (+0.02%) Pre-Market: 20:00
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ICOW Historical Sortino (5Y)

Historical Sortino (5Y) 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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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iShares MSCI EAFE Value ETF Upgrade
iShares International Select Dividend ETF Upgrade
Invesco RAFI Developed Mkts ex-US ETF Upgrade
FlexShares International Quality Dividend Index Fd Upgrade
Affinity World Leaders Equity 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