Innovator US Equity Buff ETF™ Jan (BJAN)

43.08 +0.28 (+0.65%) USD  |  BATS  |  May 03, 14:12
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BJAN Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for BJAN.
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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
April 30, 2024 --
March 31, 2024 --
Date Value
February 29, 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
Apr 2024
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Maximum
Feb 2024
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Average
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Median
Mar 2024

Historical Sortino (5Y) Benchmarks

Innovator U.S. Equity Buffer ETF Aug --
Innovator U.S. Equity Ultra BufferETFAug --
Innovator Laddered Allc Pwr Bfr ETF™ Upgrade
Innovator S&P 500 Buffer ETF Apr New --
Innovator S&P 500 Ultra Bffr ETF Apr New --

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