ProShares Russell 2000 High Income ETF (ITWO)

41.25 +0.19 (+0.46%) USD  |  BATS  |  Nov 04, 16:00
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ITWO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for ITWO.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (Since Inception) Data

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Date Value

Sortino Ratio Definition

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

NEOS Russell 2000 High Income ETF --
Global X Russell 2000 Covered Call ETF Upgrade
Global X S&P 500® Covered Call & Gr ETF Upgrade
Global X S&P 500® Risk Managed Inc ETF Upgrade
Global X Russell 2000 Cov Cl & Gr ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade