iShares Russell Mid-Cap Value ETF (IWS)

148.96 +0.08 (+0.05%) USD  |  NYSEARCA  |  Jan 22, 16:00
148.96 0.00 (0.00%) After-Hours: 17:48
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IWS 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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First Trust Multi Cap Value AlphaDEX Fund Upgrade
Invesco High Yield Equity Dividend Achvrs ETF Upgrade
Franklin US Low Volatility High Dividend Index --
Franklin US Mid Cap Multifactor Index ETF --
ProShares Russell US Dividend Growers 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