PIMCO RAFI Dynamic Multi-Factor Emerg Mkts Eq ETF (MFEM)

19.59 +0.16 (+0.80%) USD  |  NYSEARCA  |  Dec 24, 16:00
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MFEM Historical Sortino (Since Inception)

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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Sortino Ratio Definition

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

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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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Global X MSCI SuperDividend Emerging Markets ETF Upgrade
Hartford Multifactor Emerging Markets ETF Upgrade
Franklin Emerging Market Core Dividend Tilt Ix ETF Upgrade
Pacer Emerging Markets Cash Cows 100 ETF Upgrade
WisdomTree Emerging Markets High Dividend Fund 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