KraneShares Hedgeye Hedged Equity Index ETF (KSPY)

28.99 +0.17 (+0.59%) USD  |  NYSEARCA  |  Dec 18, 16:00
29.03 +0.04 (+0.14%) After-Hours: 20:00
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KSPY Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for KSPY.
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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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Median

Historical Sortino (Since Inception) Benchmarks

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Amplify BlackSwan Growth & Treasury Core ETF Upgrade
Global X S&P 500 Collar 95-110 ETF Upgrade
Global X S&P 500 Tail Risk ETF Upgrade
Roundhill S&P 500 Target 20 Managed Distri ETF Upgrade
NEOS S&P 500 Hedged Equity Income ETF --

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
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade