ELM Historical Sortino (Since Inception) Analysis

Elm Market Navigator ETF (ELM)

27.40 -0.09 (-0.34%) USD | NYSEARCA | Dec 29, 16:00

27.40 0.00 (0.00%) After-Hours: 17:57

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

Maximum

Average

Median

Historical Sortino (Since Inception) Benchmarks

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Harbor Multi-Asset Explorer ETF	Upgrade
Strategy Shares Nasdaq 7HANDL Index ETF	Upgrade
Defined Duration 10 ETF	Upgrade
Swan Hedged Equity US Large Cap ETF	Upgrade
Newfound/ReSolve Robust Momentum ETF	Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception)	Upgrade
Beta (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