Defiance Connective Technologies ETF (SIXG)

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SIXG Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for SIXG.
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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 --
August 31, 2024 --
Date Value
July 31, 2024 --
June 30, 2024 --
May 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
May 2024
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Average
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Median

Historical Sortino (5Y) Benchmarks

iShares U.S. Digital Infras & RE ETF Upgrade
Invesco Semiconductors ETF Upgrade
Global X Internet of Things ETF Upgrade
Defiance Quantum ETF Upgrade
ProShares S&PTech Div Arstcrts 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