Kensington Hedged Premium Income ETF (KHPI)

25.72 +0.02 (+0.08%) USD  |  BATS  |  Dec 26, 16:00
25.72 0.00 (0.00%) After-Hours: 20:00
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KHPI 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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Historical Sortino (Since Inception) Benchmarks

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Nicholas Global Equity and Income ETF --
PeakShares Sector Rotation ETF --
TappAlpha SPY Growth & Daily Income ETF --
Parametric Equity Plus ETF --
Voya Asia Pacific High Dividend Equity Income Fund Upgrade

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