WisdomTree Efficient US Plus International Eqty Fd (NTSD)

46.46 -0.09 (-0.20%) USD  |  NYSEARCA  |  Nov 13, 16:00
46.60 +0.14 (+0.29%) Pre-Market: 19:59
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NTSD 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

Historical Historical Sortino (Since Inception) Data

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Date Value

Historical Sortino Ratio Definition

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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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Fidelity Dynamic Buffered Equity ETF Upgrade
JPMorgan Dividend Leaders ETF Upgrade
Billionaires Club ETF --
Guinness Atkinson Dividend Builder ETF Upgrade
FIS Christian Stock Fund 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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade