HCM Defender 100 Index ETF (QQH)

66.15 +0.51 (+0.78%) USD  |  NYSEARCA  |  Nov 26, 13:28
More

QQH Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for QQH.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

View and export this data back to . Upgrade now.
Date Value

Sortino Ratio Definition

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (5Y) Benchmarks

Invesco Large Cap Growth ETF Upgrade
SP Funds S&P 500 Sharia Industry Ex ETF --
WisdomTree U.S. Quality Growth ETF --
Fidelity Nasdaq Composite ETF Upgrade
First Trust Large Cap Gr AlphaDEX® ETF Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade