Cullen Enhanced Equity Income ETF (DIVP)

25.30 0.00 (0.00%) USD  |  NYSEARCA  |  Dec 24, 16:00
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DIVP 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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FT Vest Technology Dividend Target Income ETF Upgrade
Amplify CWP Enhanced Dividend Income ETF Upgrade
Morgan Dempsey Large Cap Value ETF Upgrade
VanEck Durable High Dividend ETF Upgrade
Nuveen ESG Dividend ETF 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