Vanguard Russell 2000 Value Index Fund ETF (VTWV)

172.64 -2.85 (-1.62%) USD  |  NASDAQ  |  Jan 23, 14:18
More

VTWV Historical Sortino (15Y)

Historical Sortino (15Y) Chart

View Historical Sortino (15Y) for VTWV.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (15Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Historical Sortino Ratio Definition

View Historical Sortino Ratio Definition
Start Trial

Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

Read full definition.

Historical Sortino (15Y) Range, Past 5 Years

View Historical Sortino (15Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (15Y) Benchmarks

View Historical Sortino (15Y) Benchmarks
Start Trial
Vanguard Small-Cap Value Index Fund ETF Upgrade
Vanguard S&P Small-Cap 600 Val Index Fund ETF Upgrade
Vanguard S&P Small-Cap 600 Growth Index Fund ETF Upgrade
Vanguard Small-Cap Index Fund ETF Upgrade
Vanguard Small-Cap Growth Index Fund ETF Upgrade

Historical Sortino (15Y) Related Metrics

Alpha (15Y) Upgrade
Beta (15Y) Upgrade
Alpha (vs YCharts Benchmark) (15Y) Upgrade
Beta (vs YCharts Benchmark) (15Y) Upgrade
Annualized Standard Deviation of Monthly Returns (15Y Lookback) Upgrade
Historical Sharpe Ratio (15Y) Upgrade
Max Drawdown (15Y) Upgrade
Monthly Value at Risk (VaR) 5% (15Y Lookback) Upgrade