CornerCap Fundametrics Large Cap ETF (FUNL)

47.53 +0.65 (+1.39%) USD  |  BATS  |  Dec 10, 16:00
47.14 -0.39 (-0.82%) After-Hours: 20:00
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FUNL Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Columbia Research Enhanced Value ETF Upgrade
PIMCO RAFI ESG US ETF Upgrade
Goldman Sachs MarketBeta Russell 1000 Value Eq ETF --
Invesco Comstock Contrarian Equity ETF --
PIMCO RAFI Dynamic Multi-Factor US Equity ETF Upgrade

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