Virtus WMC International Dividend ETF (VWID)

26.40 +0.07 (+0.28%) USD  |  BATS  |  Dec 23, 16:00
More

VWID Historical Sharpe Ratio (Since Inception)

Historical Sharpe Ratio (Since Inception) Chart

View Historical Sharpe Ratio (Since Inception) for VWID.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sharpe Ratio (Since Inception) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Historical Sharpe Ratio Definition

View Historical Sharpe Ratio Definition
Start Trial

The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.

Read full definition.

Historical Sharpe Ratio (Since Inception) Range, Past 5 Years

View Historical Sharpe Ratio (Since Inception) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sharpe Ratio (Since Inception) Benchmarks

View Historical Sharpe Ratio (Since Inception) Benchmarks
Start Trial
FlexShares International Quality Div Def Idx Upgrade
WisdomTree International LargeCap Dividend Fund Upgrade
Invesco FTSE RAFI Developed Mkts ex-US ETF Upgrade
Xtrackers MSCI EAFE Hi Dv Yld Eq ETF Upgrade
WisdomTree Dynamic Currency Hedged Intl Equity Upgrade

Historical Sharpe Ratio (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 Sortino (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade