Monarch Ambassador Income Index ETF (MAMB)

24.13 -0.05 (-0.21%) USD  |  BATS  |  Apr 06, 16:00
24.14 +0.02 (+0.06%) Pre-Market: 20:00
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MAMB Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for MAMB.
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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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Columbia Diversified Fixed Income Allocation ETF Upgrade
Counterpoint High Yield Trend ETF Upgrade
Invesco Bloomberg Enhanced Fallen Angels ETF Upgrade
PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund Upgrade
ProShares Short High Yield 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