YieldMax AI & Tech Portfolio Option Income ETF (GPTY)

46.26 -0.54 (-1.15%) USD  |  NYSEARCA  |  May 27, 16:00
46.50 +0.24 (+0.52%) After-Hours: 16:02
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GPTY Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for GPTY.
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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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Median

Historical Sortino (Since Inception) Benchmarks

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Global X Nasdaq 100 Covered Call & Growth ETF Upgrade
ProShares Nasdaq-100 High Income ETF Upgrade
Horizon Expedition Plus ETF Upgrade
NEOS Boosted Nasdaq-100 High Income ETF --
JPMorgan Nasdaq Equity Premium Yield ETF --

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