JFLI Historical Sortino (Since Inception) Trends

JPMorgan Flexible Income ETF (JFLI)

51.43 +0.35 (+0.69%) USD | NYSEARCA | Jan 21, 16:00

51.43 0.00 (0.00%) After-Hours: 17:26

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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Average

Median

Historical Sortino (Since Inception) Benchmarks

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Harbor Multi-Asset Explorer ETF	Upgrade
Elm Market Navigator ETF	--
State Street SPDR SSGA Income Allocation ETF	Upgrade
ETC Cabana Target Beta ETF	Upgrade
Beacon Selective Risk 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
Max Drawdown (Since Inception)	Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception)	Upgrade