Monarch Volume Factor Gbl Uncons ETF (MVFG)

26.92 +0.08 (+0.31%) USD  |  BATS  |  Nov 04, 16:00
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MVFG Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for MVFG.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (Since Inception) Data

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Date Value

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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

Affinity World Leaders Equity ETF Upgrade
First Trust Active Gbl Qual Inc ETF --
WisdomTree Global High Dividend ETF Upgrade
VanEck Morningstar Glb Wd Mt ETF Upgrade
Xtrackers US National Crtcl Techs ETF --

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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade