Overlay Shares Municipal Bond ETF (OVM)

22.00 -0.05 (-0.24%) USD  |  NYSEARCA  |  Oct 31, 16:00
22.00 0.00 (0.00%) After-Hours: 20:00
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OVM Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for OVM.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

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Date Value

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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

SPDR® Nuveen Blmbg Muni Bd ETF Upgrade
Rareview Tax Advantaged Income ETF --
VanEck HIP Sustainable Muni ETF --
AB Tax-Aware Long Municipal ETF --
Mfs Investment Grade Municipal Trust Upgrade

Historical Sortino (5Y) Related Metrics

Beta (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade