iShares ESG Aware MSCI Emerging Mkts ETF (XSEM.TO)

21.06 +0.05 (+0.24%) CAD  |  TSX  |  Nov 14, 16:00
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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
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

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Date Value
October 31, 2024 --
September 30, 2024 --
August 31, 2024 --
Date Value
July 31, 2024 --
June 30, 2024 --

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 (5Y) Range, Past 5 Years

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Minimum
Jun 2024
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Maximum
Sep 2024
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Average
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Median
Aug 2024

Historical Sortino (5Y) Benchmarks

Vanguard FTSE Emerging Mkts All Cap ETF Upgrade
iShares Core MSCI Emer Mkts IMI ETF Upgrade
iShares MSCI Min Vol Emerg Mkts ETF Upgrade
BMO MSCI Emerging Markets ETF Upgrade
iShares MSCI Emerging Markets ETF Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (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