Vanguard Small-Cap Value Index Fund ETF (VBR)

212.17 -4.02 (-1.86%) USD  |  NYSEARCA  |  Mar 20, 16:00
215.53 +3.36 (+1.58%) After-Hours: 20:00
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VBR Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for VBR.
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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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Median

Historical Sortino (Since Inception) Benchmarks

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Vanguard Russell 2000 Value Index Fund ETF Upgrade
Vanguard S&P Small-Cap 600 Val Index Fund ETF Upgrade
Vanguard Small-Cap Index Fund ETF Upgrade
Vanguard Small-Cap Growth Index Fund ETF Upgrade
Vanguard Russell 2000 Growth Index Fund ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

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