TCW AAA CLO ETF (ACLO)

50.30 0.00 (0.00%) USD  |  NYSE  |  Dec 08, 16:00
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ACLO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for ACLO.
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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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Maximum
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Median

Historical Sortino (Since Inception) Benchmarks

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Invesco AAA CLO Floating Rate Note ETF Upgrade
Hartford AAA CLO ETF Upgrade
Eldridge AAA CLO ETF Upgrade
VanEck AA-BB CLO ETF Upgrade
Nuveen AA-BBB CLO ETF --

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