InfraCap Equity Income Fund ETF (ICAP)

25.96 -0.02 (-0.07%) USD  |  NYSEARCA  |  Dec 19, 16:00
25.96 0.00 (0.00%) After-Hours: 18:48
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ICAP Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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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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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.

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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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Sound Equity Dividend Income ETF Upgrade
AB US High Dividend ETF Upgrade
First Trust Dividend Strength ETF Upgrade
First Trust Dorsey Wright Momentum & Dividend ETF Upgrade
Brookstone Dividend Stock ETF 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
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade