Pictet AI Enhanced World Equity UCITS ETF USD Acc (IE000JBZXFH0)

7.769 -0.09 (-1.11%) USD  |  LSE  |  Sep 01, 16:00
More

IE000JBZXFH0 Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for IE000JBZXFH0.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (Since Inception) Chart
Start Trial

Historical Historical Sortino (Since Inception) Data

View and export this data back to . Start Trial.
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.

Read full definition.

Historical Sortino (Since Inception) Range, Past 5 Years

View Historical Sortino (Since Inception) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (Since Inception) Benchmarks

View Historical Sortino (Since Inception) Benchmarks
Start Trial
StSt SPDR MSCI World UCITS ETF Dis --
Vanguard FTSE Global All-Cap UCITS ETF USD Acc --
DZ BANK MSCI World UCITS ETF Acc --
L&G WTW Global Eq Diversified UCITS ETF USD Acc --
BNP World Active Factor Rotation UCITS ETF USD A --

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