iShares MSCI USA Momentum Factor ETF (MTUM)

259.67 +10.39 (+4.17%) USD  |  BATS  |  Apr 08, 16:00
259.67 0.00 (0.00%) After-Hours: 17:28
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MTUM Historical Sortino (15Y)

Historical Sortino (15Y) Chart

View Historical Sortino (15Y) for MTUM.
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Sep '18
Jan '19
May '19
 
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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 (15Y) Range, Past 5 Years

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Historical Sortino (15Y) Benchmarks

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