BNP World Active Factor Rotation UCITS ETF USD A (IE0004GONJX4)

10.44 +0.01 (+0.08%) USD  |  GER  |  Sep 02, 16:00
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IE0004GONJX4 Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for IE0004GONJX4.
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Sep '18
Jan '19
May '19
 
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Historical Historical Sortino (Since Inception) Data

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Date Value

Historical Sortino Ratio Definition

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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Historical Sortino (Since Inception) Benchmarks

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DZ BANK MSCI World UCITS ETF Acc --
Pictet AI Enhanced World Equity UCITS ETF USD Dis --
Allianz Smart Global Equity Active UCITS ETF USD A --
Vanguard FTSE Global All-Cap UCITS ETF USD Dist --
L&G WTW Global Eq Diversified UCITS ETF USD Acc --

Historical Sortino (Since Inception) Related Metrics

Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade