WDE Historical Sortino (Since Inception) Analysis

Principal Securitized Debt ETF (WDE)

25.05 -0.05 (-0.20%) USD | BATS | Aug 28, 16:00

Historical Sortino (Since Inception) Chart

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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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Historical Historical Sortino (Since Inception) Data

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Date	Value

Historical Sortino Ratio Definition

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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Average

Median

Historical Sortino (Since Inception) Benchmarks

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WisdomTree Mortgage Plus Bond Fund	Upgrade
First Trust Securitized Plus ETF	Upgrade
Guggenheim Securitized Income ETF	--
Northern Trust Disciplined Duration MBS ETF	Upgrade
JPMorgan Limited Duration Bond ETF	Upgrade

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