JHancock Multifactor Small Cap ETF (JHSC)

30.91 +0.09 (+0.29%) USD  |  NYSEARCA  |  Mar 28, 16:00
30.89 -0.02 (-0.06%) After-Hours: 20:00
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JHSC Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for JHSC.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

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Date Value
February 28, 2023 --
January 31, 2023 --
Date Value
December 31, 2022 --
November 30, 2022 --

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 (5Y) Range, Past 5 Years

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Minimum
Dec 2022
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Maximum
Feb 2023
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Average
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Median

Historical Sortino (5Y) Benchmarks

Principal US Small Cap Mlt-Fac ETF Upgrade
JPMorgan Divers Ret US Small Cap Eq ETF Upgrade
Goldman Sachs ActiveBeta® US SmCp Eq ETF Upgrade
iShares Morningstar Small-Cap ETF Upgrade
Royce Micro-Cap Trust Inc Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade