SEI Select Emerging Markets Equity ETF (SEEM)

23.84 -0.17 (-0.72%) USD  |  NASDAQ  |  Dec 18, 16:00
23.84 0.00 (0.00%) After-Hours: 20:00
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SEEM Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for SEEM.
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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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Sortino Ratio Definition

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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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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FlexShares Morningstar Em Mkts Factors Tilt Idx Upgrade
BNY Mellon Emerging Markets Equity ETF Upgrade
Goldman Sachs MarketBeta Emerging Markets Eqty ETF Upgrade
DFA Dimensional Em Mkts Sustainability Core 1 ETF Upgrade
Xtrackers MSCI Emerging Markets Climate Sel ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade