iShares Managed Futures Active ETF (ISMF)

27.40 +0.02 (+0.09%) USD  |  BATS  |  Jan 21, 16:00
27.34 -0.06 (-0.20%) Pre-Market: 20:00
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ISMF Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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