Innovator Deepwater Frontier Tech ETF (LOUP)

44.65 -0.69 (-1.53%) USD  |  NYSEARCA  |  Apr 16, 16:00
44.65 0.00 (0.00%) After-Hours: 17:50
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LOUP Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for LOUP.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

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Date Value
March 31, 2024 --
February 29, 2024 --
January 31, 2024 --
December 31, 2023 --
Date Value
November 30, 2023 --
October 31, 2023 --
September 30, 2023 --

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 (5Y) Range, Past 5 Years

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Minimum
Sep 2023
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Maximum
Dec 2023
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Average
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Median
Jan 2024

Historical Sortino (5Y) Benchmarks

SP Funds S&P Global Technology ETF --
Invesco NASDAQ Internet ETF Upgrade
First Trust NASDAQ-100-Tech Sector ETF Upgrade
First Trust Dow Jones Internet ETF Upgrade
iShares Expanded Tech Sector ETF Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade