Pacer S&P SmallCap 600 Quality FCF Aristocrats ETF (SCOW)

20.32 -0.10 (-0.51%) USD  |  BATS  |  Dec 16, 16:00
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SCOW Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for SCOW.
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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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Average
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Median

Historical Sortino (Since Inception) Benchmarks

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State Street SPDR S&P SmallCap 600 ESG ETF Upgrade
Invesco S&P SmallCap 600 GARP ETF Upgrade
Abacus FCF Small Cap Leaders ETF --
iShares Core S&P Small-Cap ETF Upgrade
Vanguard Small-Cap Index Fund 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