Innovator Premium Income 15 Buf ETF -Oct (LOCT)

23.86 -0.01 (-0.04%) USD  |  BATS  |  Nov 21, 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

Historical Historical Sortino (Since Inception) Data

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Date Value
October 31, 2024 --

Sortino Ratio Definition

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Historical Sortino (Since Inception) Range, Past 5 Years

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Minimum
Oct 2024
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Maximum
Oct 2024
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Average
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Median
Oct 2024

Historical Sortino (Since Inception) Benchmarks

Innovator Premium Income 9 Buf ETF - Oct Upgrade
Innovator US Eq Acclrtd 9 Bffr ETF™ Oct Upgrade
Innovator US Equity Ultra Buffer ETF Nov Upgrade
Innovator Buffer Step-Up Strategy ETF Upgrade
Innovator Power Buffer Step-Up Stgy 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