Monarch Volume Factor Global Unconstrained Idx ETF (MVFG)

34.57 -0.11 (-0.32%) USD  |  BATS  |  Feb 26, 16:00
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MVFG Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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

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Historical Sortino (5Y) Benchmarks

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