Parametric Equity Plus ETF (PEPS)

24.99 0.00 (0.00%) USD  |  NASDAQ  |  Dec 24, 16:00
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PEPS Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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Sep '18
Jan '19
May '19
 
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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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Median

Historical Sortino (Since Inception) Benchmarks

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Nicholas Global Equity and Income ETF --
Global X S&P 500 Covered Call & Growth ETF Upgrade
Global X S&P 500 Risk Managed Income ETF Upgrade
PeakShares Sector Rotation ETF --
SPDR SSGA US Equity Premium Income ETF --

Historical Sortino (Since Inception) Related Metrics

Max Drawdown (Since Inception) Upgrade