KraneShares KWEB Covered Call Strategy ETF (KLIP)

29.27 -0.24 (-0.81%) USD  |  NYSEARCA  |  Feb 23, 16:00
29.25 -0.02 (-0.07%) After-Hours: 19:59
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KLIP Historical Sortino (3Y)

Historical Sortino (3Y) 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 (3Y) Range, Past 5 Years

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Historical Sortino (3Y) Benchmarks

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Natixis Gateway Quality Income ETF --
Roundhill S&P 500 0DTE Covered Call Strategy ETF --
Invesco MSCI EAFE Income Advantage ETF --
Roundhill S&P 500 Target 20 Managed Distri ETF --
Kensington Hedged Premium Income ETF --

Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Alpha (vs YCharts Benchmark) (3Y) Upgrade
Beta (vs YCharts Benchmark) (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Max Drawdown (3Y) Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade