John Hancock Multifactor Small Cap ETF (JHSC)

37.44 -0.22 (-0.59%) USD  |  NYSEARCA  |  Mar 21, 16:00
37.46 +0.02 (+0.07%) After-Hours: 20:00
More

JHSC Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for JHSC.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Sortino Ratio Definition

View Sortino Ratio Definition
Start Trial

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

View Historical Sortino (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (5Y) Benchmarks

View Historical Sortino (5Y) Benchmarks
Start Trial
iShares MSCI USA Small-Cap Min Vol Factor ETF Upgrade
Invesco S&P SmallCap Quality ETF Upgrade
Invesco Russell 2000 Dynamic Multifactor ETF Upgrade
Timothy Plan US Small Cap Core ETF Upgrade
BNY Mellon US Small Cap Core Equity ETF --

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