PGIM Jennison Focused Mid-Cap ETF (PJFM)

59.93 0.00 (0.00%) USD  |  BATS  |  Nov 25, 16:00
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PJFM Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for PJFM.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (Since Inception) 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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

Argent Mid Cap ETF Upgrade
Hilton Small-MidCap Opportunity ETF --
Timothy Plan US Large/Mid Cp Cr Enh ETF Upgrade
Invesco S&P MidCap Momentum ETF Upgrade
First Trust SMID Capital Strength 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