iShares MSCI Global Metals & Mining Producers ETF (PICK)

48.72 -0.17 (-0.35%) USD  |  BATS  |  Dec 09, 16:00
48.83 +0.11 (+0.23%) Pre-Market: 20:00
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PICK 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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Median

Historical Sortino (Since Inception) Benchmarks

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Invesco MSCI Global Timber ETF Upgrade
Global X Copper Miners ETF Upgrade
FlexShs Morningstar Glbl Upsteam Ntrl Res Idx Fd Upgrade
Global X Lithium & Battery Tech ETF Upgrade
VanEck Agribusiness 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