VanEck Real Assets ETF (RAAX)

38.71 +0.27 (+0.70%) USD  |  NYSEARCA  |  Jan 23, 16:00
38.66 -0.05 (-0.13%) After-Hours: 20:00
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RAAX Historical Sortino (3Y)

Historical Sortino (3Y) 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 (3Y) Range, Past 5 Years

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Median

Historical Sortino (3Y) Benchmarks

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State Street SPDR SSGA Multi-Asset Real Return ETF Upgrade
NovaTide Flexible Allocation ETF --
State Street SPDR SSGA Global Allocation ETF Upgrade
iShares Core 60/40 Balanced Allocation ETF Upgrade
Astoria Real Assets ETF Upgrade

Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Max Drawdown (3Y) Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade