iShares Paris-Aligned Clim Opt MSCI Wd ex USA ETF (PABD)

69.85 +0.57 (+0.82%) USD  |  NASDAQ  |  Feb 11, 16:00
69.85 0.00 (0.00%) After-Hours: 17:09
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PABD Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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Sep '18
Jan '19
May '19
 
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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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Xtrackers MSCI All Wld x US Hdg Eqty ETF Upgrade
iShares Currency Hedged MSCI ACWI ex US ETF Upgrade
VanEck Morningstar International Moat ETF Upgrade
PIMCO RAFI Dynamic Multi-Factor Internatl Eqty ETF Upgrade
American Century Quality Diversified Internatl 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