REX FANG & Innovation Equity Prm Inc ETF (FEPI)

50.30 -0.94 (-1.83%) USD  |  NASDAQ  |  Oct 31, 16:00
50.80 +0.50 (+0.99%) After-Hours: 20:00
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FEPI Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for FEPI.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (Since Inception) Data

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Date Value

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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

First Trust Nasdaq BuyWrite Income ETF Upgrade
iShares U.S. Tech Independence Fcs ETF Upgrade
Nationwide Nasdaq-100® Risk-Mngd Inc ETF Upgrade
iShares US Tech Breakthrough Mltsctr ETF Upgrade
Global X Nasdaq 100® Covered Call&Gr 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