Calamos Russell 2000 Strctrd Alt Prot ETF - Oct (CPRO)

24.96 +0.07 (+0.28%) USD  |  NYSEARCA  |  Jan 03, 16:00
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CPRO 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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Innovator US Small Cap Power Buffer ETF - June --
Innovator US Small Cap Power Buffer ETF - August --
Innovator US Small Cap Power Buffer ETF - November --
Innovator US Small Cap Power Buffer ETF - Dec --
FT Vest US Small Cp Moderate Buffer ETF - Aug 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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade