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

19.45 +0.01 (+0.05%) USD  |  BATS  |  May 01, 16:00
19.48 +0.03 (+0.15%) After-Hours: 20:00
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DDFJ Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for DDFJ.
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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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Historical Sortino (Since Inception) Benchmarks

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Innovator Equity Dual Directional 10 Bfr ETF - Jan --
Innovator US Eqty Accelerated 9 Buffer ETF - Jan Upgrade
Innovator US Equity Accelerated Plus ETF - January Upgrade
Innovator Eqty Dfined Protctn ETF 2 Y to Jan 2027 Upgrade
Innovator Premium Income 20 Barrier ETF - January 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