DDFJ Historical Sortino (Since Inception) Trends

Innovator Equity Dual Directional 15 Buf ETF - Jan (DDFJ)

18.83 +0.07 (+0.37%) USD | BATS | Apr 01, 16:00

18.90 +0.07 (+0.37%) Pre-Market: 20:00

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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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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Minimum

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Average

Median

Historical Sortino (Since Inception) Benchmarks

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Innovator US Equity Buffer ETF - January	Upgrade
Innovator Equity Defined Protection ETF - 1 Yr Jan	Upgrade
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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