Return Stacked US Stocks & Futures Yield ETF (RSSY)

20.44 +0.18 (+0.89%) USD  |  BATS  |  Dec 20, 16:00
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RSSY Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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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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Median

Historical Sortino (Since Inception) Benchmarks

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First Trust NASDAQ-100 Ex-Technology Sector Idx Fd Upgrade
SEI Enhanced US Large Cap Quality Factor ETF Upgrade
SMI 3Fourteen Full-Cycle Trend ETF --
Neuberger Berman Core Equity ETF --
BeeHive 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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade