iShares Russell Top 200 Value ETF (IWX)

96.24 +0.19 (+0.20%) USD  |  NYSEARCA  |  Apr 13, 13:04
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IWX Historical Sortino (10Y)

Historical Sortino (10Y) Chart

View Historical Sortino (10Y) for IWX.
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Sep '18
Jan '19
May '19
 
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270.00
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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 (10Y) Range, Past 5 Years

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Median

Historical Sortino (10Y) Benchmarks

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iShares Russell 1000 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 --

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade