VanEck Morningstar International Moat ETF (MOTI)

38.72 +0.30 (+0.78%) USD  |  BATS  |  Jan 22, 16:00
38.72 0.00 (0.00%) After-Hours: 19:22
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MOTI 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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Median

Historical Sortino (10Y) Benchmarks

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Fidelity International Multifactor ETF --
iShares MSCI EAFE Min Vol Factor ETF Upgrade
iShares MSCI Kokusai ETF Upgrade
VanEck Israel ETF Upgrade
iShares MSCI Global Sustainable Development Goals --

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