iShares Intl Small Cap Equity Factor ETF (ISCF)

41.48 -0.24 (-0.58%) USD  |  NYSEARCA  |  Dec 31, 16:00
41.52 +0.04 (+0.10%) After-Hours: 20:00
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ISCF Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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SPDR S&P International Small Cap ETF Upgrade
iShares International Select Dividend ETF Upgrade
iShares Asia/Pacific Dividend ETF Upgrade
iShares International Equity Factor ETF Upgrade
Avantis International Small Cap Equity ETF --

Historical Sortino (5Y) Related Metrics

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