JPMorgan Fundamental Data Sci Sm Cor ETF (SCDS)

58.97 -0.34 (-0.58%) USD  |  NASDAQ  |  Nov 07, 16:00
More

SCDS Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for SCDS.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (Since Inception) Data

View and export this data back to . Upgrade now.
Date Value

Sortino Ratio Definition

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

Read full definition.

Historical Sortino (Since Inception) Range, Past 5 Years

--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (Since Inception) Benchmarks

iShares Russell 2000 ETF Upgrade
Global X Russell 2000 ETF --
Vanguard Russell 2000 ETF Upgrade
Invesco Russell 2000® Dynamic Mltfct ETF Upgrade
Nuveen Small Cap Select 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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade