PeakShares RMR Prime Equity ETF (PRMR)

28.89 +0.15 (+0.52%) USD  |  NASDAQ  |  Aug 27, 16:00
28.86 -0.03 (-0.12%) After-Hours: 20:00
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PRMR Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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

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Date Value

Historical Sortino Ratio Definition

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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Historical Sortino (Since Inception) Benchmarks

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ProShares S&P 500 Ex-Financials ETF Upgrade
iShares US Industry Rotation Active ETF Upgrade
RACWI US ETF --
T Rowe Price Active Core US Equity ETF --
Humilis US Focused Opportunities ETF --

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