Swan Hedged Equity US Large Cap ETF (HEGD)

25.51 +0.06 (+0.24%) USD  |  BATS  |  Dec 10, 16:00
25.51 0.00 (0.00%) After-Hours: 20:00
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HEGD Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for HEGD.
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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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Toews Agility Shares Managed Risk ETF Upgrade
Twin Oak Active Opportunities ETF --
Strategy Shares Nasdaq 7HANDL Index ETF Upgrade
RPAR Risk Parity ETF Upgrade
Amplify CEF High Income ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (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