JPM Japan Rsrch Enh Idx Equity Atv UCITS ETF USDHA (IE000UN8JEG0)

24.90 +0.06 (+0.26%) USD  |  LSE  |  Sep 03, 16:00
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IE000UN8JEG0 Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for IE000UN8JEG0.
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Sep '18
Jan '19
May '19
 
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Historical Historical Sortino (Since Inception) Data

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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

View Historical Sortino (Since Inception) Range, Past 5 Years
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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