JPMorgan Fundamental Data Science Large Core ETF (LCDS)

66.01 +0.48 (+0.74%) USD  |  NASDAQ  |  Jan 22, 16:00
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LCDS 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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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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Historical Sortino (Since Inception) Benchmarks

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ProShares S&P 500 Ex-Health Care ETF Upgrade
ProShares S&P 500 Ex-Financials ETF Upgrade
ProShares S&P 500 Ex-Energy ETF Upgrade
ALPS Active Equity Opportunity ETF Upgrade
Impact Shares NAACP Minority Empowerment ETF 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
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade