Global X MSCI SuperDividend Emerging Markets ETF (SDEM)

29.70 -0.22 (-0.74%) USD  |  NYSEARCA  |  Dec 08, 16:00
29.79 +0.09 (+0.30%) After-Hours: 20:00
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SDEM 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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Historical Sortino (Since Inception) Benchmarks

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Hartford Multifactor Emerging Markets ETF Upgrade
First Trust Emerging Markets Equity Select ETF Upgrade
WisdomTree Emerging Markets High Dividend Fund Upgrade
Invesco RAFI Emerging Markets ETF Upgrade
Xtrackers MSCI Em Mkts Hdg Eqty ETF Upgrade

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