FT Vest Gold Strategy Target Income ETF (IGLD)

28.98 +0.78 (+2.77%) USD  |  BATS  |  Feb 23, 16:00
29.54 +0.56 (+1.93%) Pre-Market: 04:27
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IGLD 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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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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Median

Historical Sortino (Since Inception) Benchmarks

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YieldMax Gold Miners Option Income Strategy ETF Upgrade
NEOS Gold High Income ETF --
First Trust Nasdaq BuyWrite Income ETF Upgrade
Innovator Laddered Allocation Power Buffer ETF Upgrade
Innovator US Equity Power Buffer ETF - April 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