VanEck Mortgage REIT Income ETF (MORT)

10.75 +0.03 (+0.28%) USD  |  NYSEARCA  |  Dec 15, 16:00
10.76 +0.02 (+0.14%) After-Hours: 20:00
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MORT Historical Sortino (10Y)

Historical Sortino (10Y) 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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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Invesco KBW Premium Yield Equity REIT ETF --
Invesco S&P 500 Equal Weight Real Estate ETF Upgrade
Nuveen Short-Term REIT ETF --
Colterpoint Net Lease Real Estate ETF --
State Street SPDR Dow Jones REIT ETF Upgrade

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (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