ICOW Historical Sortino (Since Inception) Analysis

Pacer Developed Markets International Cash Cws 100 (ICOW)

39.12 +0.07 (+0.18%) USD | BATS | Dec 09, 14:25

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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Minimum

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Average

Median

Historical Sortino (Since Inception) 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
Schwab Fundamental Intl Equity ETF	Upgrade
Affinity World Leaders Equity 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