TCW Transform Systems ETF (PWRD)

99.18 +2.34 (+2.42%) USD  |  NASDAQ  |  Jan 09, 16:00
99.18 0.00 (0.00%) After-Hours: 16:30
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PWRD 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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Fidelity Fundamental Large Cap Core ETF Upgrade
Neuberger Core Equity ETF Upgrade
iShares MSCI USA Momentum Factor ETF Upgrade
FlexShares US Quality Large Cap Index Fund Upgrade
Alpha Architect US Equity 2 ETF --

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