LITL Historical Sharpe Ratio (Since Inception) Analysis

Simplify Piper Sandler US Small-Cap PLUS Inc ETF (LITL)

30.39 +0.24 (+0.81%) USD | NYSEARCA | Dec 22, 16:00

Historical Sharpe Ratio (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 Sharpe Ratio Definition

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The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.

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Historical Sharpe Ratio (Since Inception) Range, Past 5 Years

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Minimum

Maximum

Average

Median

Historical Sharpe Ratio (Since Inception) Benchmarks

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Abacus FCF Small Cap Leaders ETF	--
Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF	--
Invesco S&P SmallCap 600 GARP ETF	Upgrade
JPMorgan Fundamental Data Science Small Core ETF	Upgrade
Eventide Small Cap ETF	--

Historical Sharpe Ratio (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