PFXF Historical Sortino (Since Inception) Analysis

VanEck Preferred Securities ex Financials ETF (PFXF)

17.70 +0.05 (+0.28%) USD | NYSEARCA | Dec 10, 13:47

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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Minimum

Maximum

Average

Median

Historical Sortino (Since Inception) Benchmarks

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iShares Broad USD Investment Grade Corporate Bond	Upgrade
iShares 5-10 Yr Investment Grade Corporate Bd ETF	Upgrade
iShares 10+ Year Investment Grade Corp Bond ETF	Upgrade
iShares 1-5 Year Investment Grade Corporate Bd ETF	Upgrade
iShares 7-10 Year Treasury Bond 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