Nelson Select ETF (NELS)

29.11 -0.06 (-0.21%) USD  |  BATS  |  Aug 24, 16:00
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NELS Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Historical Sortino (Since Inception) Data

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Date Value

Historical Sortino Ratio Definition

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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WealthTrust DBS Long Term Growth ETF Upgrade
Direxion HCM Tactical Enhanced US Equity Strat ETF Upgrade
PL Growth and Income ETF --
ProShares S&P 500 Ex-Financials ETF Upgrade
ProShares S&P 500 Ex-Energy ETF 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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade