Vident US Equity Strategy ETF (VUSE)

65.25 -0.80 (-1.21%) USD  |  NYSEARCA  |  Mar 06, 16:00
65.24 -0.01 (-0.02%) After-Hours: 20:00
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VUSE Historical Sortino (10Y)

Historical Sortino (10Y) 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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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FlexShares US Quality Large Cap Index Fund Upgrade
Wahed FTSE USA Shariah ETF --
HCM Defender 500 Index ETF --
State Street SPDR S&P 500 ETF Trust Upgrade
State Street SPDR Portfolio S&P 500 ETF Upgrade

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade