Return Stacked Bonds & Managed Futures ETF (RSBT)

16.99 +0.02 (+0.12%) USD  |  BATS  |  Dec 16, 16:00
16.99 0.00 (0.00%) After-Hours: 20:00
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RSBT Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for RSBT.
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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

View Historical Sortino (Since Inception) Range, Past 5 Years
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Median

Historical Sortino (Since Inception) Benchmarks

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Vest 10 Year Interest Rate Hedge ETF Upgrade
Vest 2 Year Interest Rate Hedge ETF --
First Trust Alternative Absolute Return Strat ETF Upgrade
Breakwave Dry Bulk Shipping ETF Upgrade
Day Hagan/Ned Davis Research Smrt Sect Fxd Inc 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
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade