VictoryShares US 500 Enhanced Volatility Wtd Index (CFO)

69.35 +0.64 (+0.93%) USD  |  NASDAQ  |  Dec 20, 16:00
69.50 +0.15 (+0.22%) After-Hours: 20:00
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CFO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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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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Sortino Ratio Definition

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Historical Sortino (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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Invesco Bloomberg Pricing Power ETF Upgrade
Inspire 100 ETF Upgrade
Inspire 500 ETF --
First Trust Large Cap Core AlphaDEX Fund Upgrade
Global X Guru Index 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