JPMorgan Diversified Return US Eq ETF (JPUS)

88.37 +0.92 (+1.05%) USD  |  Mar 08, 17:00

JPUS Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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

Historical Historical Sortino (5Y) Data

View and export this data back to 2020. Upgrade now.
Date Value
February 28, 2021 --
January 31, 2021 --
December 31, 2020 --
Date Value
November 30, 2020 --
October 31, 2020 --
September 30, 2020 --

Sortino Ratio Definition

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

Upgrade
Minimum
Oct 2020
Upgrade
Maximum
Feb 2021
Upgrade
Average
Upgrade
Median

Historical Sortino (5Y) Benchmarks

Emles Federal Contractors ETF --
Emles Made in America ETF --
SPDR® MSCI USA StrategicFactors ETF Upgrade
SPDR® S&P 500 Fossil Fuel Rsrv Free ETF Upgrade
Goldman Sachs Equal Wght US Lg Cp Eq ETF --

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (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