WisdomTree US Efficient Core Fund (NTSX)

47.29 -0.67 (-1.40%) USD  |  NYSEARCA  |  Dec 27, 16:00
47.26 -0.03 (-0.06%) After-Hours: 20:00
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NTSX Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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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 (5Y) Range, Past 5 Years

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Median

Historical Sortino (5Y) Benchmarks

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Calamos Strategic Total Return Fund Upgrade
Capital Group Core Balanced ETF --
iShares Core Aggressive Allocation ETF Upgrade
iShares Core Moderate Allocation ETF Upgrade
Virtus AllianzGI Equity & Convertible Income Fund Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade