PGIM US Large-Cap Buffer 20 ETF - February (PBFB)

27.60 0.00 (0.00%) USD  |  BATS  |  Dec 26, 16:00
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PBFB 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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Sortino Ratio Definition

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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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Historical Sortino (Since Inception) Benchmarks

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PGIM US Large-Cap Buffer 12 ETF - February --
PGIM US Large-Cap Buffer 12 ETF - January --
PGIM US Large-Cap Buffer 12 ETF - March --
PGIM US Large-Cap Buffer 20 ETF - March --
PGIM US Large-Cap Buffer 12 ETF - April --

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