American Century US Quality Value ETF (VALQ)

65.65 +0.18 (+0.27%) USD  |  NYSEARCA  |  Apr 14, 16:00
65.53 -0.12 (-0.18%) After-Hours: 20:00
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VALQ Historical Sortino (5Y)

Historical Sortino (5Y) 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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Columbia Research Enhanced Value ETF Upgrade
Goldman Sachs MarketBeta Russell 1000 Value Eq ETF --
Schwab Fundamental US Large Company ETF Upgrade
Fidelity Value Factor ETF Upgrade
VictoryShares US Value Momentum ETF Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (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