VanEck Real Assets ETF (RAAX)

35.44 +0.06 (+0.17%) USD  |  NYSEARCA  |  Dec 09, 15:42
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RAAX 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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Maximum
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Median

Historical Sortino (Since Inception) Benchmarks

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

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (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