AllianzIM US Equity 6 Month Floor5 Jan/Jul ETF (FLJJ)

32.26 -0.07 (-0.23%) USD  |  BATS  |  Feb 26, 16:00
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FLJJ Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for FLJJ.
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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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Maximum
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Median

Historical Sortino (Since Inception) Benchmarks

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FT Vest US Equity Buffer & Digital Return ETF - January --
PGIM S&P 500 Max Buffer ETF - January Upgrade
PGIM S&P 500 Max Buffer ETF - February --
PGIM S&P 500 Max Buffer ETF - March --
PGIM S&P 500 Max Buffer ETF - April --

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