Vanguard Emerging Markets Stock Index Fund ETF (VWO)

54.54 +0.42 (+0.79%) USD  |  NYSEARCA  |  Dec 10, 16:00
54.59 +0.06 (+0.10%) After-Hours: 17:49
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VWO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for VWO.
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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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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Vanguard Developed Markets Index Fund ETF Upgrade
Vanguard European Stock Index Fund ETF Upgrade
Vanguard Pacific Stock Index Fund ETF Upgrade
Vanguard ESG International Stock ETF Upgrade
Vanguard FTSE All-World ex-US Small-Cap Index ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade