AllianzIM US Large Cap Buffer10 Nov ETF (NVBT)

33.12 +0.36 (+1.10%) USD  |  NYSEARCA  |  Dec 24, 16:00
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NVBT Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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

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Sortino Ratio Definition

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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

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FT Vest US Equity Enh & Mod Buffer ETF - Oct Upgrade
AllianzIM US Large Cap Buffer20 Nov ETF Upgrade
Innovator US Equity Ultra Buffer ETF - June Upgrade
Innovator Emerging Markets Power Buffer ETF - Jul Upgrade
Innovator US Equity Ultra Buffer ETF - November 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