LHA Market State Tactical Beta ETF (MSTB)

39.58 -0.86 (-2.13%) USD  |  BATS  |  Jan 20, 16:00
39.90 +0.32 (+0.81%) Pre-Market: 20:00
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MSTB Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Hull Tactical US ETF Upgrade
WisdomTree Target Range Fund --
Rareview Systematic Equity ETF --
TappAlpha SPY Growth & Daily Income ETF --
MRP SynthEquity ETF --

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