iShares Russell 2000 ETF (IWM)

267.79 +5.21 (+1.98%) USD  |  NYSEARCA  |  Jan 21, 16:00
269.30 +1.51 (+0.56%) After-Hours: 05:25
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IWM Historical Sortino (15Y)

Historical Sortino (15Y) 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 (15Y) Range, Past 5 Years

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Historical Sortino (15Y) Benchmarks

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iShares Russell 2500 ETF --
Invesco RAFI US 1500 Small-Mid ETF Upgrade
First Trust Small Cap Core AlphaDEX Fund Upgrade
Franklin US Small Cap Multifactor Index ETF --
Goldman Sachs ActiveBeta US Small Cap Equity ETF --

Historical Sortino (15Y) Related Metrics

Alpha (15Y) Upgrade
Beta (15Y) Upgrade
Alpha (vs YCharts Benchmark) (15Y) Upgrade
Beta (vs YCharts Benchmark) (15Y) Upgrade
Annualized Standard Deviation of Monthly Returns (15Y Lookback) Upgrade
Historical Sharpe Ratio (15Y) Upgrade
Max Drawdown (15Y) Upgrade
Monthly Value at Risk (VaR) 5% (15Y Lookback) Upgrade