iShares Russell 1000 Value ETF (IWD)

223.25 +0.98 (+0.44%) USD  |  NYSEARCA  |  Mar 04, 16:00
223.23 -0.02 (-0.01%) After-Hours: 20:00
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IWD 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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iShares Russell Top 200 Value ETF Upgrade
Invesco RAFI US 1000 ETF Upgrade
Invesco Large Cap Value ETF Upgrade
Schwab Fundamental US Broad Market ETF Upgrade
Invesco RAFI Strategic US ETF Upgrade

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