AGF US Market Neutral Anti-Beta Fund (BTAL)

12.24 -0.13 (-1.05%) USD  |  NYSEARCA  |  May 21, 16:00
12.18 -0.06 (-0.49%) After-Hours: 19:59
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BTAL Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for BTAL.
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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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Maximum
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Average
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Median

Historical Sortino (Since Inception) Benchmarks

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Federated Hermes MDT Market Neutral ETF --
NEOS Long/Short Equity Income ETF --
Parametric Equity Premium Income ETF Upgrade
Aptus Large Cap Upside ETF Upgrade
Direxion Daily S&P Oil & Gas Exp & Prod Bl 2X 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