SEI Select Small Cap ETF (SEIS)

29.23 +0.23 (+0.79%) USD  |  NASDAQ  |  Feb 24, 16:00
29.23 0.00 (0.00%) After-Hours: 20:00
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SEIS Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for SEIS.
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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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Average
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Median

Historical Sortino (Since Inception) Benchmarks

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Federated Hermes MDT Small Cap Core ETF Upgrade
Franklin Small Cap Enhanced ETF --
Goldman Sachs ActiveBeta US Small Cap Equity ETF Upgrade
Vanguard Russell 2000 Index Fund ETF Upgrade
iShares Russell 2000 ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (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