Vanguard Russell 3000 Index Fund ETF (VTHR)

301.42 -3.02 (-0.99%) USD  |  NASDAQ  |  Dec 12, 14:39
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VTHR Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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iShares Russell Top 200 ETF Upgrade
iShares Russell 1000 ETF Upgrade
FlexShares Morningstar US Market Factor Tilt Index Upgrade
iShares Russell 3000 ETF Upgrade
Franklin US Large Cap Multifactor Index ETF Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade