PIMCO RAFI Dyn Multi-Factor Intl Eq ETF (MFDX)

26.71 -0.03 (-0.11%) USD  |  NYSEARCA  |  Mar 23, 16:00
26.73 +0.02 (+0.06%) After-Hours: 20:00
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MFDX Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for MFDX.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

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Date Value
February 28, 2023 --
January 31, 2023 --
December 31, 2022 --
November 30, 2022 --
Date Value
October 31, 2022 --
September 30, 2022 --
August 31, 2022 --

Sortino Ratio Definition

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

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Minimum
Sep 2022
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Maximum
Feb 2023
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Average
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Median
Aug 2022

Historical Sortino (5Y) Benchmarks

First Trust Dorsey Wright Intl Foc 5 Upgrade
First Trust Dev Mkts Ex-US AlphaDEX® ETF Upgrade
Invesco S&P Intl Dev Low Vol ETF Upgrade
iShares Currency Hdgd MSCI ACWI exUS ETF Upgrade
SPDR® MSCI EAFE Fssl Ful Free RsrvETF 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