VE.TO Historical Sortino (Since Inception) Analysis

Vanguard FTSE Developed Europe All Cap Index ETF (VE.TO)

44.65 +0.26 (+0.59%) CAD | TSX | Dec 19, 15:59

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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Minimum

Maximum

Average

Median

Historical Sortino (Since Inception) Benchmarks

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BMO MSCI Europe High Quality Hedged to CAD Inx ETF	Upgrade
iShares MSCI Europe IMI Index ETF (CAD-Hedged)	Upgrade
iShares MSCI Europe IMI Index ETF	Upgrade
Global X Europe 50 Index Corporate Class ETF	Upgrade
CI Europe Hedged Equity Index ETF Non-Hedged	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