SPEM Historical Sortino (Since Inception) Insights

SPDR Portfolio Emerging Markets ETF (SPEM)

47.00 -0.16 (-0.34%) USD | NYSEARCA | Dec 08, 16:00

47.00 0.00 (0.00%) Pre-Market: 20:00

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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Minimum

Maximum

Average

Median

Historical Sortino (Since Inception) Benchmarks

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SPDR MSCI Emerging Markets StrategicFactors ETF	Upgrade
SPDR MSCI Emerg Mkts Fossil Fuel Reserves Free ETF	Upgrade
SPDR S&P Emerging Markets Small Cap ETF	Upgrade
SPDR S&P Emerging Markets Dividend ETF	Upgrade
iShares MSCI ACWI ex US 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