Strategas Macro Thematic Opportunities ETF (SAMT)

39.29 -0.11 (-0.27%) USD  |  NYSEARCA  |  Feb 23, 16:00
39.32 +0.03 (+0.08%) After-Hours: 19:59
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SAMT Historical Sortino (3Y)

Historical Sortino (3Y) 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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Historical Sortino Ratio Definition

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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 (3Y) Range, Past 5 Years

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Historical Sortino (3Y) Benchmarks

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Strategas Macro Momentum ETF --
ProShares Large Cap Core Plus Upgrade
North Shore Equity Rotation ETF --
Aptus Large Cap Upside ETF --
Simplify US Equity PLUS Managed Futures Strat ETF --

Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Alpha (vs YCharts Benchmark) (3Y) Upgrade
Beta (vs YCharts Benchmark) (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