Innovator Premium Income 15 Buffer ETF - October (LOCT)

23.68 +0.01 (+0.03%) USD  |  BATS  |  Mar 19, 16:00
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LOCT Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for LOCT.
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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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FT Vest US Eqty Buff & Prem Inc ETF - Sept Upgrade
Innovator Premium Income 30 Barrier ETF - October Upgrade
Innovator Premium Income 20 Barrier ETF - October Upgrade
FT Vest US Eqty Buff & Prem Inc ETF - Dec Upgrade
FT Vest US Eqty Buff & Prem Inc ETF - Jun 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