SPDR Portfolio Developed World ex-US ETF (SPDW)

34.37 -0.07 (-0.20%) USD  |  NYSEARCA  |  Dec 27, 16:00
34.36 0.00 (0.00%) After-Hours: 20:00
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SPDW Historical Sortino (5Y)

Historical Sortino (5Y) 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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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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Vanguard Developed Markets Index Fund ETF Upgrade
Vanguard FTSE All-World ex US Index Fund ETF Upgrade
iShares MSCI ACWI ex US ETF Upgrade
SPDR MSCI ACWI ex-US ETF Upgrade
Schwab International Equity ETF Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (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