Vanguard Utilities Index Fund ETF (VPU)

186.21 +0.37 (+0.20%) USD  |  NYSEARCA  |  Dec 30, 16:00
186.10 -0.11 (-0.06%) Pre-Market: 08:26
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VPU Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for VPU.
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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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Vanguard Energy Index Fund ETF Upgrade
First Trust Utilities AlphaDEX Fund Upgrade
Vanguard Consumer Staples Index Fund ETF Upgrade
Vanguard Information Technology Index Fund ETF Upgrade
Vanguard Health Care 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