TrueShares Eagle Global Renewable Energy Inc ETF (RNWZ)

20.80 +0.23 (+1.12%) USD  |  NYSEARCA  |  Dec 20, 16:00
20.85 +0.05 (+0.23%) After-Hours: 20:00
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RNWZ Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for RNWZ.
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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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Range Global LNG Ecosystem Index ETF --
Horizon Kinetics Energy and Remediation ETF Upgrade
Macquarie Energy Transition ETF Upgrade
Range Global Coal Index ETF --
Octane All-Cap Value Energy 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