First Trust Bloomberg R&D Leaders ETF (RND)

25.15 +0.02 (+0.07%) USD  |  NYSEARCA  |  Dec 23, 16:00
25.15 0.00 (0.00%) After-Hours: 18:02
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RND Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for RND.
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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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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Invesco S&P 500 Minimum Variance ETF Upgrade
JPMorgan US Momentum Factor ETF Upgrade
Virtus Terranova US Quality Momentum ETF Upgrade
VanEck Morningstar ESG Moat ETF Upgrade
iShares ESG MSCI USA Min Vol Factor 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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade