Arrow Valtoro ETF (ORO)

18.74 -0.35 (-1.86%) USD  |  BATS  |  Feb 12, 16:00
18.85 +0.11 (+0.61%) After-Hours: 20:00
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ORO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for ORO.
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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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Median

Historical Sortino (Since Inception) Benchmarks

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USCF Oil Plus Bitcoin Strategy Fund --
One+One Nasdaq-100 and Bitcoin ETF --
One+One S&P 500 and Bitcoin ETF --
Inverse VIX Short-Term Futrs ETNs due Mar 22 2045 --
T-Rex 2X Inverse Ether Daily Target 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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade