iShares US Small Cap Value Factor ETF (SVAL)

38.12 +0.08 (+0.22%) USD  |  BATS  |  Apr 14, 16:00
38.18 +0.06 (+0.17%) Pre-Market: 20:00
More

SVAL Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for SVAL.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Historical Sortino Ratio Definition

View Historical Sortino Ratio Definition
Start Trial

Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

View Historical Sortino (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (5Y) Benchmarks

View Historical Sortino (5Y) Benchmarks
Start Trial
First Trust Small Cap Value AlphaDEX Fund Upgrade
VictoryShares US SmCp High Div Vol Wtd ETF Upgrade
iShares Russell 2000 Value ETF Upgrade
First Trust Mid Cap Value AlphaDEX Fund Upgrade
ProShares Russell 2000 Dividend Growers 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