IBUY Historical Sortino (5Y) Analysis

Amplify Online Retail ETF (IBUY)

73.92 +0.84 (+1.15%) USD | NYSEARCA | Feb 14, 16:00

74.02 +0.10 (+0.14%) After-Hours: 20:00

View Historical Sortino (5Y) for IBUY.
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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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View Sortino Ratio Definition

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

View Historical Sortino (5Y) Range, Past 5 Years

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Median

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Amplify Travel Tech ETF	--
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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