TCW Engine No 1 Transform 500 ETF (VOTE)

81.30 +0.68 (+0.84%) USD  |  NASDAQ  |  Feb 25, 16:00
81.30 0.00 (0.00%) After-Hours: 16:30
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VOTE Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for VOTE.
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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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FlexShares US Quality Large Cap Index Fund Upgrade
Goldman Sachs JUST US Large Cap Equity ETF Upgrade
Xtrackers MSCI USA Selection Equity ETF Upgrade
Wahed FTSE USA Shariah ETF Upgrade
HCM Defender 500 Index 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