iShares Residential and Multisector Real Estate (REZ)

82.64 -0.72 (-0.86%) USD  |  NYSEARCA  |  Dec 31, 16:00
83.00 +0.36 (+0.44%) After-Hours: 20:00
More

REZ Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for REZ.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Historical Sortino Ratio Definition

View Historical Sortino Ratio Definition
Start Trial

Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

View Historical Sortino (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (5Y) Benchmarks

View Historical Sortino (5Y) Benchmarks
Start Trial
First Trust S&P REIT Index Fund Upgrade
iShares Core US REIT ETF Upgrade
Columbia Research Enhanced Real Estate ETF --
iShares US Basic Materials ETF Upgrade
First Trust NASDAQ Clean Edge Green Energy Idx Fd Upgrade

Historical Sortino (5Y) Related Metrics

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