IVZ Emerging Markets Dividend 2021-1 FCA (F000016LZD)

8.587 -0.07 (-0.78%) USD  |  Jul 06 2022

F000016LZD Historical Sortino (All)

Historical Sortino (All) Chart

View Historical Sortino (All) for F000016LZD.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (All) Data

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Date Value
June 30, 2022 --
May 31, 2022 --
Date Value
April 30, 2022 --
March 31, 2022 --

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 (All) Range, Past 5 Years

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Minimum
Jun 2022
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Maximum
Mar 2022
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Average
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Median

Historical Sortino (All) Benchmarks

IVZ Emerging Markets Dividend 2020-3 FRE Upgrade
IVZ Emerging Markets Dividend 2020-4 RE Upgrade
IVZ Emerging Markets Dividend 2021-2 CA Upgrade
IVZ Emerging Markets Dividend 2021-3 FCA --
IVZ Emerging Markets Dividend 2021-4 CA --

Historical Sortino (All) Related Metrics

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