Touchstone Dynamic International ETF (TDI)

45.73 +0.99 (+2.20%) USD  |  NASDAQ  |  May 26, 16:00
45.83 +0.10 (+0.21%) After-Hours: 20:00
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TDI Historical Sortino (Since Inception)

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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Median

Historical Sortino (Since Inception) Benchmarks

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NYLI Candriam International Equity ETF Upgrade
Calvert International Responsible Index ETF Upgrade
Pacer Nasdaq International Patent Leaders ETF Upgrade
MFS Blended Research International Equity ETF --
Xtrackers MSCI All Wld x US Hdg Eqty 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
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade