Breakwave Tanker Shipping ETF (BWET)

19.26 +0.03 (+0.18%) USD  |  NYSEARCA  |  Dec 31, 16:00
19.10 -0.16 (-0.85%) After-Hours: 20:00
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BWET Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for BWET.
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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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USCF Energy Commodity Strategy Absolute Return Fd Upgrade
Breakwave Dry Bulk Shipping ETF Upgrade
Vest 10 Year Interest Rate Hedge ETF Upgrade
Vest 2 Year Interest Rate Hedge ETF Upgrade
One+One Nasdaq-100 and Bitcoin 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
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade