Optimize Strategy Index ETF (OPTZ)

36.04 -0.33 (-0.90%) USD  |  NASDAQ  |  Dec 31, 16:00
36.06 +0.02 (+0.05%) After-Hours: 20:00
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OPTZ 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 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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iShares MSCI USA Size Factor ETF Upgrade
Pacer US Cash Cows Growth ETF Upgrade
Invesco S&P 500 High Beta ETF Upgrade
iShares MSCI USA Equal Weighted ETF Upgrade
AdvisorShares Focused Equity 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
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade