IGM Historical Sortino (Since Inception) Insights

iShares Expanded Tech Sector ETF (IGM)

127.14 -3.39 (-2.60%) USD | NYSEARCA | Jan 20, 16:00

127.14 0.00 (0.00%) After-Hours: 16:56

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for IGM.
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 Data

View Historical Data

Start Trial

Historical Sortino Ratio Definition

View Historical Sortino Ratio Definition

Start Trial

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

First Trust NASDAQ-100-Technology Sector Index Fd	Upgrade
First Trust Dow Jones Internet Index Fund	Upgrade
iShares Expanded Tech-Software Sector ETF	Upgrade
VanEck Semiconductor ETF	Upgrade
Vanguard Information Technology Index Fund ETF	Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception)	Upgrade
Beta (Since Inception)	Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception)	Upgrade
Historical Sharpe Ratio (Since Inception)	Upgrade
Max Drawdown (Since Inception)	Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception)	Upgrade