Virtus Duff & Phelps Clean Energy ETF (VCLN)

27.37 +0.40 (+1.47%) USD  |  NYSEARCA  |  Jan 21, 16:00
27.86 +0.49 (+1.79%) After-Hours: 20:00
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VCLN Historical Sortino (Since Inception)

Historical Sortino (Since Inception) 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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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Fidelity Clean Energy ETF Upgrade
iShares Breakthrough Environmental Solutions ETF Upgrade
iShares Global Clean Energy ETF Upgrade
VanEck Low Carbon Energy ETF Upgrade
Guinness Atkinson Sustainable Energy 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