ETFMG Alternative Harvest ETF (MJ)

22.69 -0.16 (-0.70%) USD  |  Feb 26, 13:44

MJ Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for MJ.
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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
January 31, 2021 --
Date Value
December 31, 2020 --

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
Dec 2020
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Maximum
Jan 2021
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Average
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Median

Historical Sortino (5Y) Benchmarks

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ProShares Pet Care ETF --
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Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (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