Strive International Developed Mkts ETF (STXI)

25.04 +0.11 (+0.44%) USD  |  NYSEARCA  |  Nov 14, 16:00
25.04 0.00 (0.00%) After-Hours: 18:16
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STXI Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for STXI.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (Since Inception) Data

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Date Value

Sortino Ratio Definition

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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Median

Historical Sortino (Since Inception) Benchmarks

VictoryShares International Vol Wtd ETF Upgrade
Xtrackers FTSE Develop ex US Mulfact ETF Upgrade
Xtrackers MSCI EAFE ESG Leaders Eq ETF Upgrade
Fidelity International Multifactor ETF Upgrade
FlexShares Dev Mks ex-US Qual Lw Vol 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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade