JPMorgan Diversified Return Emerging Mkts Eqty ETF (JPEM)

60.73 -0.05 (-0.08%) USD  |  NYSEARCA  |  Dec 31, 16:00
60.69 -0.04 (-0.07%) Pre-Market: 20:00
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JPEM Historical Sortino (5Y)

Historical Sortino (5Y) 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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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First Trust Emerging Markets AlphaDEX Fund Upgrade
Invesco S&P Emerging Markets Low Volatility ETF Upgrade
FlexShares Morningstar Em Mkts Factors Tilt Idx Upgrade
PIMCO RAFI Dynamic Multi-Factor Emerg Mkts Eq ETF Upgrade
VictoryShares Emerging Markets Value Momentum ETF Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (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