SoFi Social 50 ETF (SFYF)

42.44 +0.16 (+0.38%) USD  |  NYSEARCA  |  Nov 26, 13:25
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SFYF Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for SFYF.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

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Date Value
October 31, 2024 --
September 30, 2024 --
Date Value
August 31, 2024 --
July 31, 2024 --

Sortino Ratio Definition

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

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Historical Sortino (5Y) Range, Past 5 Years

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Minimum
Jul 2024
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Maximum
Sep 2024
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Average
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Median

Historical Sortino (5Y) Benchmarks

GraniteShares Nasdaq Sel Disruptors ETF --
VanEck Social Sentiment ETF --
ProShares Nasdaq-100 Drsy Wght Momt ETF --
Invesco ESG NASDAQ 100 ETF --
Motley Fool Capital Efficiency 100 ETF --

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade