FT Vest Bitcoin Strategy Floor15 ETF - October (BFOC)

17.21 +0.11 (+0.64%) USD  |  NYSEARCA  |  Mar 31, 16:00
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BFOC Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for BFOC.
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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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FT Vest Bitcoin Strategy Floor15 ETF - April --
Calamos Bitcoin Structured Alt Protectn ETF - July --
Calamos Bitcoin 90 Series Struc Alt Pro ETF - July --
Calamos Bitcoin Structured Alt Pro ETF - Oct --
Calamos Laddered Bitcoin Structured Alt Protcn 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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade