iShares Morningstar Mid-Cap ETF (IMCB)

92.13 +0.81 (+0.89%) USD  |  NYSEARCA  |  May 22, 16:00
92.16 +0.03 (+0.03%) Pre-Market: 20:00
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IMCB Historical Sortino (10Y)

Historical Sortino (10Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Historical Sortino Ratio Definition

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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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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JPMorgan BetaBuilders US Mid Cap Equity ETF --
iShares Morningstar Mid-Cap Growth ETF Upgrade
iShares Morningstar Mid-Cap Value ETF Upgrade
iShares Morningstar US Equity ETF Upgrade
iShares Morningstar Growth ETF Upgrade

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade