Goldman Sachs Hedge Industry VIP ETF (GVIP)

126.30 +0.18 (+0.14%) USD  |  NYSEARCA  |  Jan 08, 16:00
125.94 -0.36 (-0.28%) After-Hours: 20:00
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GVIP Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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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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Sortino Ratio Definition

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Historical Sortino (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Fidelity Momentum Factor ETF Upgrade
SoFi Select 500 ETF Upgrade
iShares MSCI USA Quality GARP ETF --
iShares Paris-Aligned Climate MSCI USA ETF --
Strive 1000 Growth ETF --

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