iShares Large Cap Max Buffer Jun ETF (MAXJ)

28.31 +0.05 (+0.18%) USD  |  BATS  |  Jan 09, 16:00
28.30 -0.01 (-0.05%) Pre-Market: 20:00
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MAXJ Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for MAXJ.
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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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iShares Large Cap Moderate Quarterly Laddered ETF Upgrade
iShares Large Cap Deep Quarterly Laddered ETF Upgrade
iShares Large Cap Max Buffer Sep ETF Upgrade
iShares Large Cap 10% Target Buffer Mar ETF --
Innovator US Equity Buffer ETF - July 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