iShares ESG Aware MSCI Emerging Markets Index ETF (XSEM.TO)

26.43 +0.19 (+0.72%) CAD  |  TSX  |  Dec 17, 09:52
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XSEM.TO Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for XSEM.TO.
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Sep '18
Jan '19
May '19
 
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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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Vanguard FTSE Emerging Markets All Cap Index ETF Upgrade
BMO MSCI Emerging Markets Index ETF Upgrade
iShares Core MSCI Emerging Markets IMI Index ETF Upgrade
iShares MSCI Min Vol Emerging Markets Idx ETF Upgrade
iShares MSCI Emerging Markets Index ETF Upgrade

Historical Sortino (5Y) Related Metrics

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