Amplify BlueStar Israel Technology ETF (ITEQ)

58.60 +0.39 (+0.66%) USD  |  NYSEARCA  |  Dec 10, 16:00
58.25 -0.35 (-0.59%) Pre-Market: 20:00
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ITEQ 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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Median

Historical Sortino (Since Inception) Benchmarks

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ALPS Disruptive Technologies ETF Upgrade
Themes Generative Artificial Intelligence ETF Upgrade
KraneShares Global Humanoid & Emb Intell Idx ETF --
Defiance Drone and Modern Warfare ETF --
Amplify Cybersecurity ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (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