NEOS Russell 2000 High Income ETF (IWMI)

50.72 +0.14 (+0.29%) USD  |  BATS  |  Nov 04, 16:00
50.68 -0.05 (-0.10%) Pre-Market: 20:00
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IWMI Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for IWMI.
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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

ProShares Russell 2000 High Income ETF --
Nicholas Global Equity and Income ETF --
PeakShares Sector Rotation ETF --
REX AI Equity Premium Income ETF --
YieldMax SNOW Option Income Strategy 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