Unlimited HFEQ Equity Long/Short ETF (HFEQ)

22.84 +0.09 (+0.41%) USD  |  NYSE  |  Feb 09, 16:00
22.85 +0.01 (+0.04%) After-Hours: 20:00
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HFEQ Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for HFEQ.
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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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Maximum
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Average
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Median

Historical Sortino (Since Inception) Benchmarks

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Efficient Market Portfolio Plus ETF Upgrade
Hedgeye Fourth Turning ETF --
Leatherback Long/Short Alternative Yield ETF Upgrade
Even Herd Long Short ETF Upgrade
Hedgeye 130/30 Equity 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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade