iShares MSCI USA Min Vol Factor ETF (USMV)

94.86 +0.12 (+0.13%) USD  |  BATS  |  Jan 23, 16:00
94.86 0.00 (0.00%) After-Hours: 17:18
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USMV Historical Sortino (10Y)

Historical Sortino (10Y) Chart

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Sep '18
Jan '19
May '19
 
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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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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iShares ESG Aware MSCI USA ETF --
Invesco MSCI USA ETF --
iShares ESG MSCI USA Leaders ETF --
iShares ESG Optimized MSCI USA Min Vol Factor ETF --
iShares Paris-Aligned Climate Optmzd MSCI USA 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