iShares US Small Cap Value Factor ETF (SVAL)

35.68 -0.14 (-0.39%) USD  |  BATS  |  Dec 12, 16:00
35.67 -0.01 (-0.03%) After-Hours: 20:00
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SVAL Historical Sortino (10Y)

Historical Sortino (10Y) Chart

View Historical Sortino (10Y) for SVAL.
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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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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