First Trust WCM International Equity ETF (WCMI)

15.17 -0.11 (-0.75%) USD  |  NYSEARCA  |  Nov 15, 16:00
15.17 0.00 (0.00%) After-Hours: 20:00
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WCMI Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for WCMI.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (Since Inception) Data

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Date Value

Sortino Ratio Definition

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Historical Sortino (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

FCF International Quality ETF Upgrade
Touchstone Dynamic International ETF --
SP Funds S&P World ETF --
ProShares MSCI EAFE Dividend Growers Upgrade
FlexShares Dev Mks ex-US Qual Lw Vol ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

Max Drawdown (Since Inception) Upgrade