Wahed FTSE USA Shariah ETF (HLAL)

52.50 -0.27 (-0.51%) USD  |  NASDAQ  |  Nov 14, 16:00
52.50 0.00 (0.00%) After-Hours: 20:00
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HLAL Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for HLAL.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

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Date Value
October 31, 2024 --
Date Value
September 30, 2024 --

Sortino Ratio Definition

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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Minimum
Oct 2024
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Maximum
Sep 2024
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Average
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Median

Historical Sortino (5Y) Benchmarks

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TCW Transform 500 ETF --
Strive 500 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