QRAFT AI-Enhanced US Large Cap Momentum ETF (AMOM)

46.04 +0.04 (+0.09%) USD  |  NYSEARCA  |  Jan 08, 16:00
45.95 -0.09 (-0.20%) After-Hours: 20:00
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AMOM Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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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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Sortino Ratio Definition

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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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Historical Sortino (5Y) Benchmarks

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NYLI Winslow Large Cap Growth ETF --
VictoryShares Free Cash Flow Growth ETF --
VanEck Social Sentiment ETF --
ProShares Nasdaq-100 Dorsey Wright Momentum ETF --
American Century Large Cap Growth ETF --

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