NEOS Gold High Income ETF (IAUI)

57.76 +0.50 (+0.87%) USD  |  BATS  |  Dec 26, 16:00
57.64 -0.12 (-0.21%) After-Hours: 20:00
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IAUI Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for IAUI.
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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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Historical Sortino (Since Inception) Benchmarks

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FT Vest Gold Strategy Target Income ETF Upgrade
YieldMax Gold Miners Option Income Strategy ETF Upgrade
NEOS Russell 2000 High Income ETF Upgrade
WisdomTree Equity Premium Income Fund Upgrade
Innovator US Equity Buffer ETF - July Upgrade

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