Rayliant SMDAM Japan Equity ETF (RAYJ)

34.10 +1.22 (+3.73%) USD  |  NYSEARCA  |  Dec 09, 16:00
34.10 0.00 (0.00%) After-Hours: 18:15
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RAYJ Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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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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Neuberger Berman Japan Equity ETF Upgrade
Goldman Sachs ActiveBeta Japan Equity ETF Upgrade
Franklin FTSE Japan ETF Upgrade
Matthews Japan Active ETF Upgrade
Horizon Kinetics Japan Owner Operator 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
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade