WisdomTree International Efficient Core Fund (NTSI)

35.29 +0.10 (+0.28%) USD  |  NYSEARCA  |  Dec 24, 13:00
35.29 0.00 (0.00%) After-Hours: 13:59
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NTSI Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for NTSI.
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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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Sortino Ratio Definition

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Historical Sortino (Since Inception) Range, Past 5 Years

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Maximum
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Median

Historical Sortino (Since Inception) Benchmarks

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Return Stacked Global Stocks & Bonds ETF --
SPDR SSGA Global Allocation ETF Upgrade
SGI Dynamic Tactical ETF Upgrade
Blueprint Chesapeake Multi-Asset Trend ETF Upgrade
Harbor Multi-Asset Explorer ETF 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
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade