PGIM S&P 500 Buffer 20 ETF - January (PBJA)

31.07 +0.14 (+0.45%) USD  |  BATS  |  Jan 09, 16:00
31.08 +0.01 (+0.03%) Pre-Market: 20:00
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PBJA Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for PBJA.
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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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PGIM S&P 500 Buffer 12 ETF - January Upgrade
PGIM S&P 500 Buffer 12 ETF - February Upgrade
PGIM S&P 500 Buffer 20 ETF - February Upgrade
PGIM S&P 500 Buffer 12 ETF - March Upgrade
PGIM S&P 500 Buffer 20 ETF - March 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