Monarch Volume Factor Global Unconstrained Idx ETF (MVFG)

33.67 -0.13 (-0.37%) USD  |  BATS  |  Jan 23, 16:00
33.72 +0.05 (+0.15%) After-Hours: 20:00
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MVFG Historical Sortino (3Y)

Historical Sortino (3Y) Chart

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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 (3Y) Range, Past 5 Years

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Historical Sortino (3Y) Benchmarks

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