VanEck Morningstar Global Wide Moat ETF (MOTG)

36.49 -1.97 (-5.12%) USD  |  BATS  |  Dec 23, 16:00
36.49 0.00 (0.00%) After-Hours: 20:00
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MOTG 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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Median

Historical Sortino (Since Inception) Benchmarks

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Monarch Volume Factor Global Unconstrained Idx ETF --
iShares Global 100 ETF Upgrade
iShares MSCI Kokusai ETF Upgrade
Vanguard Total World Stock Index Fund ETF Upgrade
iShares MSCI Global Min Vol Factor 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