Innovator Premium Income 40 Bar ETF Oct (OCTQ)

23.98 +0.01 (+0.04%) USD  |  BATS  |  Nov 13, 16:00
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OCTQ Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for OCTQ.
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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 --

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
Oct 2024
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Average
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Median
Oct 2024

Historical Sortino (Since Inception) Benchmarks

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