Pictet AI Enhanced European Equity UCITS ETF EUR A (IE000XFUFRR4)

10.34 -0.01 (-0.14%) EUR  |  GER  |  Sep 02, 16:00
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IE000XFUFRR4 Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for IE000XFUFRR4.
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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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Median

Historical Sortino (Since Inception) Benchmarks

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DZ BANK EURO STOXX 50 UCITS ETF Acc --
UBS Core EURO STOXX 50 UCITS ETF EUR acc --
UmweltBank UCITS-ETF - Europe SDG Focus P --
Allianz Smart Europe Equity Active UCITS ETF EUR A --
iShares STOXX Europe 600 UCITS ETF EUR (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