CVRT Historical Sortino (Since Inception) Insights

Calamos Convertible Equity Alternative ETF (CVRT)

30.93 +0.06 (+0.18%) USD | NYSEARCA | Dec 24, 16:00

View Historical Sortino (Since Inception) for CVRT.
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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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View 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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Alpha (Since Inception)	Upgrade
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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
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Monthly Value at Risk (VaR) 5% (Since Inception)	Upgrade