Vanguard FTSE Dev All Cap ex U.S. Index ETF (VDU.TO)

54.39 +0.14 (+0.26%) CAD  |  TSX  |  Dec 11, 16:00
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VDU.TO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for VDU.TO.
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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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iShares MSCI Min Vol EAFE Index ETF Upgrade
Vanguard FTSE Dev All Cp ex Nth Am Idx ETF CAD-hgd Upgrade
TD International Equity CAD Hedged Index ETF Upgrade
CI International Quality Div Grw Idx ETF Hdg Upgrade
Desjardins RI Dvlp exUSA exCAD Mftr NZero EPth 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