SGI Enhanced Market Leaders ETF (LDRX)

33.76 +0.38 (+1.15%) USD  |  NASDAQ  |  Apr 17, 16:00
33.73 -0.03 (-0.08%) Pre-Market: 20:00
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LDRX Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for LDRX.
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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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Maximum
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Average
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Median

Historical Sortino (Since Inception) Benchmarks

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Shelton Equity Premium Income ETF --
Fundstrat Granny Shots US Large Cap & Income ETF --
PeakShares Sector Rotation ETF Upgrade
State Street SPDR S&P 1500 Momentum TILT ETF Upgrade
State Street SPDR MSCI USA Gender Diversity 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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade