iShares Russell Top 200 Growth Index ETF (IWY)

274.42 -5.30 (-1.89%) USD  |  NYSEARCA  |  Dec 12, 11:56
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IWY Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for IWY.
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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 1000 Growth Upgrade
Invesco Large Cap Growth ETF Upgrade
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iShares Russell Top 200 ETF Upgrade
iShares Russell Top 200 Value 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