ProShares Russell 2000 High Income ETF (ITWO)

40.15 +0.34 (+0.86%) USD  |  BATS  |  Dec 20, 16:00
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ITWO 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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Median

Historical Sortino (Since Inception) Benchmarks

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Global X Russell 2000 Covered Call ETF Upgrade
Global X S&P 500 Covered Call & Growth ETF Upgrade
Global X S&P 500 Risk Managed Income ETF Upgrade
Global X Russell 2000 Covered Call & Growth ETF Upgrade
NEOS Russell 2000 High Income ETF --

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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade