Global X NASDAQ 100 Tail Risk ETF (QTR)

28.55 -0.53 (-1.82%) USD  |  NASDAQ  |  Mar 20, 16:00
28.88 +0.33 (+1.14%) After-Hours: 20:00
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QTR Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for QTR.
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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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Median

Historical Sortino (Since Inception) Benchmarks

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Global X NASDAQ 100 Collar 95-110 ETF Upgrade
Global X S&P 500 Collar 95-110 ETF Upgrade
Global X S&P 500 Tail Risk ETF Upgrade
Amplify BlackSwan Growth & Treasury Core ETF Upgrade
Global X NASDAQ 100 Covered Call 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