VanEck Morningstar Wide Moat ETF (MOAT)

106.98 +0.18 (+0.17%) USD  |  BATS  |  Jan 14, 15:13
More

MOAT Historical Sortino (10Y)

Historical Sortino (10Y) Chart

View Historical Sortino (10Y) for MOAT.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (10Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Historical Sortino Ratio Definition

View Historical Sortino Ratio Definition
Start Trial

Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

Read full definition.

Historical Sortino (10Y) Range, Past 5 Years

View Historical Sortino (10Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (10Y) Benchmarks

View Historical Sortino (10Y) Benchmarks
Start Trial
Invesco S&P 500 Eql Wght ETF Upgrade
First Trust Capital Strength ETF Upgrade
First Trust Large Cap Core AlphaDEX Fund Upgrade
Schwab US Large-Cap ETF Upgrade
State Street SPDR Prft S&P 1500 Comp Stk Mkt ETF Upgrade

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade