FT Vest US Small Cp Moderate Buffer ETF - Aug (SAUG)

25.72 -0.03 (-0.13%) USD  |  BATS  |  Dec 26, 16:00
25.68 -0.04 (-0.14%) Pre-Market: 20:00
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SAUG Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for SAUG.
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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 (Since Inception) Range, Past 5 Years

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Maximum
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Median

Historical Sortino (Since Inception) Benchmarks

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FT Vest US Small Cp Moderate Buffer ETF - May Upgrade
FT Vest US Small Cp Moderate Buffer ETF - Feb Upgrade
Innovator U.S. Small Cap 10 Buffer ETF - Quarterly Upgrade
Innovator US Small Cap Power Buffer ETF - March --
Innovator US Small Cap Power Buffer ETF - May --

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