AIRR Historical Sortino (Since Inception) Analysis

First Trust RBA Amer Industrial Renaissance ETF (AIRR)

113.54 +1.44 (+1.28%) USD | NASDAQ | Jan 16, 16:00

113.30 -0.24 (-0.21%) Pre-Market: 20:00

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for AIRR.
Upgrade now.

Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

View Historical Sortino (Since Inception) Chart

Start Trial

Historical Data

View Historical Data

Start Trial

Historical Sortino Ratio Definition

View Historical Sortino Ratio Definition

Start Trial

Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

Read full definition.

Historical Sortino (Since Inception) Range, Past 5 Years

View Historical Sortino (Since Inception) Range, Past 5 Years

Start Trial

Minimum

Maximum

Average

Median

Historical Sortino (Since Inception) Benchmarks

View Historical Sortino (Since Inception) Benchmarks

Start Trial

Invesco Aerospace & Defense ETF	Upgrade
State Street Industrial Select Sector SPDR ETF	Upgrade
State Street SPDR S&P Aerospace & Defense ETF	Upgrade
Fidelity MSCI Industrials Index ETF	Upgrade
First Trust Indxx Aerospace & Defense ETF	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