Swan Hedged Equity US Large Cap ETF (HEGD)

25.45 -0.04 (-0.18%) USD  |  BATS  |  Jan 14, 09:46
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HEGD 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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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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Toews Agility Shares Managed Risk ETF Upgrade
Strategy Shares Nasdaq 7HANDL Index ETF Upgrade
RPAR Risk Parity ETF Upgrade
Elm Market Navigator ETF --
Amplify CEF High Income ETF Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (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