Return Stacked US Stocks & Managed Futures ETF (RSST)

36.18 +0.35 (+0.98%) USD  |  BATS  |  Oct 09, 16:00
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RSST 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

Historical Historical Sortino (5Y) Data

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Date Value

Historical Sortino Ratio Definition

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

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Historical Sortino (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Return Stacked US Stocks & Futures Yield ETF --
Return Stacked Bonds & Futures Yield ETF --
Return Stacked International Stock & Mngd Ftrs ETF --
JPMorgan Managed Futures Plus ETF --
Return Stacked Bonds & Managed Futures ETF --