Nuveen ESG Small-Cap ETF (NUSC)

48.31 +1.39 (+2.96%) USD  |  BATS  |  Feb 06, 16:00
48.38 +0.07 (+0.14%) After-Hours: 20:00
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NUSC 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
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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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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WisdomTree US High Dividend Fund Upgrade
iShares ESG MSCI KLD 400 ETF Upgrade
iShares ESG Optimized MSCI USA ETF Upgrade
iShares MSCI USA Momentum Factor ETF Upgrade
iShares MSCI USA Value Factor 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