iShares MSCI World Small-Cap ETF (WSML)

31.28 -0.03 (-0.10%) USD  |  NASDAQ  |  Dec 15, 16:00
31.26 -0.02 (-0.08%) After-Hours: 20:00
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WSML Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for WSML.
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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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Median

Historical Sortino (Since Inception) Benchmarks

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Aztlan Global Stock Selection DM SMID ETF Upgrade
Frontier Asset Global Small Cap Equity ETF --
SPDR S&P Emerging Markets Small Cap ETF Upgrade
SPDR S&P International Small Cap ETF Upgrade
iShares Intl Small Cap Equity Factor 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