Global X Morningstar Capital Alloc Leaders ETF (CPTL)

48.51 -0.10 (-0.20%) USD  |  NASDAQ  |  Sep 08, 15:59
48.51 0.00 (0.00%) After-Hours: 16:03
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CPTL Historical Sortino (10Y)

Historical Sortino (10Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Historical Sortino (10Y) Data

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Date Value
August 31, 2026 --
Date Value
July 31, 2026 --

Historical Sortino Ratio Definition

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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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Virtus Terranova US Quality Momentum ETF --
Xtrackers Net Zero Pathway Paris Aligned US Eq ETF --
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Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade