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

46.08 +0.25 (+0.55%) USD  |  NYSEARCA  |  Nov 26, 11:26
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AMOM Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for AMOM.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

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Date Value
October 31, 2024 --
September 30, 2024 --
Date Value
August 31, 2024 --
July 31, 2024 --

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 (5Y) Range, Past 5 Years

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Minimum
Aug 2024
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Maximum
Sep 2024
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Average
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Median

Historical Sortino (5Y) Benchmarks

Putnam Focused Large Cap Growth ETF --
American Century Sustainable Growth ETF --
NYLI Winslow Large Cap Growth ETF --
NYLI Winslow Focused Large Cap Gr ETF --
Invesco ESG NASDAQ 100 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