SMI 3Fourteen Full-Cycle Trend ETF (FCTE)

25.89 +0.39 (+1.54%) USD  |  NASDAQ  |  Jan 09, 16:00
25.91 +0.02 (+0.07%) After-Hours: 20:00
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FCTE Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for FCTE.
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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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Segall Bryant & Hamill Select Equity ETF Upgrade
Alpha Architect US Equity 2 ETF --
Virtus Terranova US Quality Momentum ETF Upgrade
AdvisorShares Dorsey Wright FSM US Core ETF Upgrade
NYLI US Large Cap R&D Leaders 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
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade