iShares Russell 2000 ETF (IWM)

251.36 +0.49 (+0.20%) USD  |  NYSEARCA  |  Dec 09, 16:00
251.09 -0.27 (-0.11%) After-Hours: 16:26
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IWM Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for IWM.
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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 (Since Inception) Range, Past 5 Years

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Median

Historical Sortino (Since Inception) Benchmarks

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iShares Russell 2500 ETF Upgrade
Invesco RAFI US 1500 Small-Mid ETF Upgrade
JPMorgan Diversified Return US Small Cp Equity ETF Upgrade
Franklin US Small Cap Multifactor Index ETF Upgrade
Goldman Sachs ActiveBeta US Small Cap Equity ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

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