SEI Enhanced US Large Cap Value Factor ETF (SEIV)

43.87 +0.12 (+0.29%) USD  |  BATS  |  Apr 24, 16:00
43.85 -0.02 (-0.05%) After-Hours: 20:00
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SEIV Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for SEIV.
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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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Invesco S&P 500 Revenue ETF Upgrade
iShares MSCI USA Value Factor ETF Upgrade
Schwab Fundamental US Large Company ETF Upgrade
Schwab Fundamental US Broad Market ETF Upgrade
Distillate US Fundamental Stability & Value 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