Innovator Growth-100 Power Buffer ETF - October (NOCT)

57.39 -0.49 (-0.85%) USD  |  BATS  |  Feb 23, 16:00
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NOCT Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for NOCT.
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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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Historical Sortino (Since Inception) Benchmarks

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Innovator Growth-100 Power Buffer ETF - April Upgrade
Innovator Growth-100 Power Buffer ETF - January Upgrade
Innovator Growth-100 Power Buffer ETF - July Upgrade
Innovator Nasdaq-100 10 Buffer ETF - Quarterly Upgrade
FT Vest Nasdaq-100 Buffer ETF - March 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