North Square RCIM Tax-Adv Pref and Inc Sec ETF (QTPI)

25.72 -0.08 (-0.31%) USD  |  NYSEARCA  |  Feb 10, 16:00
25.84 +0.12 (+0.47%) After-Hours: 20:00
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QTPI Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for QTPI.
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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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Historical Sortino (Since Inception) Benchmarks

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Principal Spectrum Preferred and Income ETF Upgrade
First Trust Institutional Prefrrd Sec and Inc ETF Upgrade
PIMCO Preferred and Capital Securities Active ETF Upgrade
First Trust Preferred Securities and Income ETF Upgrade
Innovator S&P Investment Grade Preferred 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
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade