Vanguard Russell 1000 US Value UCITS ETF USD D (IE000ELFEBZ3)

102.28 +1.20 (+1.19%) USD  |  LSE  |  Oct 09, 16:00
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IE000ELFEBZ3 Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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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 S&P 500 UCITS ETF Acc --
Vanguard Russell 1000 US Growth UCITS ETF USD D --
iShares MSCI North America Swap UCITS ETF USD Acc --
Xtrackers NASDAQ 100 UCITS ETF 1D --
Amundi Core Nasdaq-100 UCITS ETF Dis --

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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade