Vanguard Value Index Fund ETF (VTV)

193.35 -2.92 (-1.49%) USD  |  NYSEARCA  |  Mar 27, 16:00
193.61 +0.26 (+0.13%) After-Hours: 20:00
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VTV Historical Sortino (5Y)

Historical Sortino (5Y) 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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Vanguard Mega Cap Value Index Fund ETF Upgrade
Vanguard Russell 1000 Value Index Fund ETF Upgrade
Vanguard S&P 500 Value Index Fund ETF Upgrade
Vanguard High Dividend Yield Index Fund ETF Upgrade
Vanguard Dividend Appreciation Index Fund 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