iShares JPX-Nikkei 400 ETF (JPXN)

97.01 +0.80 (+0.83%) USD  |  NYSEARCA  |  Apr 17, 16:00
97.13 +0.12 (+0.12%) After-Hours: 20:00
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JPXN Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for JPXN.
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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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Historical Sortino (Since Inception) Benchmarks

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Franklin FTSE Japan Hedged ETF Upgrade
WisdomTree Japan Hedged Equity Fund Upgrade
Xtrackers MSCI Japan Hedged Equity ETF Upgrade
iShares Currency Hedged MSCI Japan ETF Upgrade
Goldman Sachs ActiveBeta Japan Equity ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (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