VY Columbia Small Cap Value and Inflection Ptf Ini (ICISX)

16.01 -0.02 (-0.12%) USD  |  May 01 2026
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ICISX Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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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Columbia Small Cap Value and Inflection Fund I2 Upgrade
Federated Hermes MDT Small Cap Value Fund Inst Upgrade
Vanguard Russell 2000 Value Index Fund Inst Upgrade
Easterly Snow Small Cap Value Fund I Upgrade
Pear Tree Polaris Sm Cap Fd Inst 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
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade