SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC)

43.19 -0.17 (-0.39%) USD  |  NASDAQ  |  Dec 29, 16:00
43.21 +0.02 (+0.05%) After-Hours: 20:00
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NZAC 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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SPDR Portfolio MSCI Global Stock Market ETF Upgrade
SPDR MSCI World StrategicFactors ETF Upgrade
SPDR S&P China ETF Upgrade
iShares MSCI Sweden ETF Upgrade
iShares MSCI France 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