ROBO Global Robotics and Automation Index ETF (ROBO)

74.10 +0.04 (+0.05%) USD  |  NYSEARCA  |  Jan 16, 16:00
74.80 +0.70 (+0.94%) After-Hours: 20:00
More

ROBO Historical Sortino (3Y)

Historical Sortino (3Y) Chart

View Historical Sortino (3Y) for ROBO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (3Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Historical Sortino Ratio Definition

View Historical Sortino Ratio Definition
Start Trial

Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

Read full definition.

Historical Sortino (3Y) Range, Past 5 Years

View Historical Sortino (3Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (3Y) Benchmarks

View Historical Sortino (3Y) Benchmarks
Start Trial
Invesco S&P 500 Eql Wght Technology ETF Upgrade
State Street SPDR S&P Semiconductor ETF Upgrade
State Street SPDR S&P Aerospace & Defense ETF Upgrade
First Trust Nasdaq Cybersecurity ETF Upgrade
First Trust Nasdaq AI and Robotics ETF Upgrade

Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Max Drawdown (3Y) Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade