FlexShares Morningstar US Market Factor Tilt Index (TILT)

253.79 +3.67 (+1.47%) USD  |  BATS  |  Jan 21, 16:00
252.44 -1.35 (-0.53%) After-Hours: 20:00
More

TILT Historical Sortino (10Y)

Historical Sortino (10Y) Chart

View Historical Sortino (10Y) for TILT.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (10Y) 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 (10Y) Range, Past 5 Years

View Historical Sortino (10Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (10Y) Benchmarks

View Historical Sortino (10Y) Benchmarks
Start Trial
iShares Russell Top 200 ETF Upgrade
iShares Russell 1000 ETF Upgrade
Vanguard Russell 3000 Index Fund ETF Upgrade
iShares Russell 3000 ETF Upgrade
Franklin US Large Cap Multifactor Index ETF --

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade