Shelton Equity Premium Income ETF (SEPI)

28.55 -0.12 (-0.42%) USD  |  NYSEARCA  |  Sep 16, 16:00
28.59 +0.04 (+0.14%) After-Hours: 20:00
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SEPI 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 Historical Sortino (Since Inception) Data

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Date Value

Historical Sortino Ratio Definition

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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Median

Historical Sortino (Since Inception) Benchmarks

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Swan Enhanced Dividend Income ETF Upgrade
SGI Enhanced Market Leaders ETF Upgrade
Janus Henderson U.S. Equity Enhanced Income ETF --
Franklin US Core Dividend Tilt Index ETF Upgrade
Fidelity Yield Enhanced Equity 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