Lazard International Dynamic Equity ETF (IDEQ)

32.42 +0.25 (+0.78%) USD  |  NYSEARCA  |  Jan 23, 16:00
32.43 +0.01 (+0.03%) After-Hours: 20:00
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IDEQ Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for IDEQ.
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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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Goldman Sachs MarketBeta Total Internatl Eqty ETF Upgrade
SEI Select International Equity ETF Upgrade
Nuveen ESG International Developed Markets Eqty Upgrade
MFS Active International ETF --
Goldman Sachs MarketBeta International 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