ALPS Active Equity Opportunity ETF (RFFC)

58.43 0.00 (0.00%) USD  |  NYSEARCA  |  Jan 08, 16:00
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RFFC Historical Sortino (5Y)

Historical Sortino (5Y) 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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Sortino Ratio Definition

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

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Historical Sortino (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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ProShares S&P 500 Ex-Health Care ETF Upgrade
ProShares S&P 500 Ex-Energy ETF Upgrade
FlexShares ESG & Climate US Large Cap Core Index --
Calvert US Large-Cap Diversity, Eqty & Inc Idx ETF --
ProShares S&P 500 Ex-Financials ETF Upgrade

Historical Sortino (5Y) Related Metrics

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