FT Vest DJIA Dogs 10 Target Income ETF (DOGG)

19.06 +0.14 (+0.74%) USD  |  BATS  |  Dec 20, 16:00
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DOGG Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for DOGG.
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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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Nuveen Dow 30sm Dynamic Overwrite Fund Upgrade
Global X Dow 30 Covered Call ETF Upgrade
Global X Dow 30 Covered Call & Growth ETF Upgrade
Madison Covered Call ETF Upgrade
Voya Global Advantage and Premium Opportunity Fund 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
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade