ETC 6 Meridian Mega Cap Equity ETF (SIXA)

50.13 +0.27 (+0.55%) USD  |  NYSEARCA  |  Dec 11, 16:00
50.11 -0.02 (-0.04%) After-Hours: 20:00
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SIXA Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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 (5Y) Range, Past 5 Years

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Median

Historical Sortino (5Y) Benchmarks

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VictoryShares US Multi-Factor Minimum Vol ETF Upgrade
Dimensional US Large Cap Vector ETF --
PIMCO RAFI Dynamic Multi-Factor US Equity ETF Upgrade
PIMCO RAFI ESG US ETF Upgrade
SEI Enhanced Low Volatility US Large Cap 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