Principal Focused Blue Chip ETF (BCHP)

36.58 -0.24 (-0.65%) USD  |  BATS  |  Dec 17, 16:00
36.68 +0.10 (+0.27%) Pre-Market: 20:00
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BCHP Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for BCHP.
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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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Median

Historical Sortino (Since Inception) Benchmarks

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Touchstone Sands Capital US Select Growth ETF --
Dana Unconstrained Equity ETF --
Goldman Sachs Hedge Industry VIP ETF Upgrade
ClearBridge Large Cap Growth Select ETF Upgrade
SoFi Select 500 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