TEMX Historical Sortino (Since Inception) Trends

Touchstone Sands Cap EmMarkets Ex-China Growth ETF (TEMX)

29.71 +0.20 (+0.67%) USD | BATS | Dec 10, 16:00

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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Average

Median

Historical Sortino (Since Inception) Benchmarks

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Polen Capital Emerging Markets ex-China Growth ETF	Upgrade
iShares MSCI Emerging Markets Quality Factor ETF	Upgrade
Harbor Emerging Markets Select ETF	--
Vanguard Emerging Markets Ex-China ETF	--
abrdn Emerging Markets ex-China Fund Inc.	Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception)	Upgrade
Beta (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