FlexShares Morningstar Em Mkts Factors Tilt Idx (TLTE)

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TLTE Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Invesco S&P Emerging Markets Low Volatility ETF Upgrade
PIMCO RAFI Dynamic Multi-Factor Emerg Mkts Eq ETF Upgrade
WisdomTree Emerging Markets High Dividend Fund Upgrade
Invesco Dorsey Wright Emerging Markets Mo ETF Upgrade
Invesco RAFI Emerging Markets ETF Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (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