Innovator Premium Income 30 Bar ETF Oct (OCTJ)

24.10 +0.06 (+0.24%) USD  |  BATS  |  Nov 13, 16:00
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OCTJ Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for OCTJ.
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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
October 31, 2024 --
Date Value
September 30, 2024 --

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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Minimum
Oct 2024
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Maximum
Sep 2024
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Average
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Median

Historical Sortino (Since Inception) Benchmarks

Innovator Premium Income 40 Bar ETF Oct Upgrade
Innovator Premium Income 20 Bar ETF Oct Upgrade
Innovator Premium Income 20 Bar ETF -Jul Upgrade
Innovator Premium Income 30 Bar ETF -Jul Upgrade
Innovator Premium Income 20 Bar ETF -Apr 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