Innovator Emerging Power Bffr ETF July (EJUL)

24.77 -0.02 (-0.07%) USD  |  NYSEARCA  |  Nov 15, 16:00
24.76 -0.01 (-0.05%) After-Hours: 20:00
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EJUL Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for EJUL.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

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Date Value
October 31, 2024 --
September 30, 2024 --
Date Value
August 31, 2024 --

Sortino Ratio Definition

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Historical Sortino (5Y) Range, Past 5 Years

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Minimum
Oct 2024
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Maximum
Sep 2024
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Average
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Median
Aug 2024

Historical Sortino (5Y) Benchmarks

Innovator Em Mkts Pwr Bffr ETF - Apr --
Innovator U.S. Equity Ultra BffrETF™-Jun Upgrade
Innovator US Equity Ultra Buffer ETF Nov --
Innovator U.S. Equity Ultra BffrETF™-Dec --
Innovator US Equity Ultra Bffr ETF™ Feb --

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade