iShares MSCI Intl Value Factor ETF (IVLU)

42.58 -0.02 (-0.05%) USD  |  NYSEARCA  |  Feb 23, 16:00
42.98 +0.40 (+0.94%) After-Hours: 19:59
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IVLU Historical Sortino (3Y)

Historical Sortino (3Y) 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 (3Y) Range, Past 5 Years

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Historical Sortino (3Y) Benchmarks

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iShares MSCI EAFE Value ETF Upgrade
FlexShares International Quality Dividend Index Fd Upgrade
Franklin Intl Low Volatility High Dividend Index Upgrade
FlexShares International Quality Div Dyn Idx Upgrade
Invesco International BuyBack Achievers ETF Upgrade

Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Alpha (vs YCharts Benchmark) (3Y) Upgrade
Beta (vs YCharts Benchmark) (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Max Drawdown (3Y) Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade