JPEM Historical Sortino (Since Inception) Analysis

JPMorgan Diversified Return Emerging Mkts Eqty ETF (JPEM)

60.66 -0.12 (-0.20%) USD | NYSEARCA | Dec 11, 16:00

60.66 0.00 (0.00%) After-Hours: 18:09

Historical Sortino (Since Inception) 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 (Since Inception) Range, Past 5 Years

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Minimum

Maximum

Average

Median

Historical Sortino (Since Inception) 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 (Since Inception) Related Metrics

Alpha (Since Inception)	Upgrade
Beta (Since Inception)	Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception)	Upgrade
Historical Sharpe Ratio (Since Inception)	Upgrade
Max Drawdown (Since Inception)	Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception)	Upgrade