ETC 6 Meridian Hedged Equity-Index Option Strt ETF (SIXH)

41.90 -0.16 (-0.37%) USD  |  NYSEARCA  |  May 06, 16:00
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SIXH Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Historical Sortino (5Y) Benchmarks

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Innovator Nasdaq-100 Managed Floor ETF --
Invesco QQQ Hedged Advantage ETF --
Aptus Collared Investment Opportunity ETF Upgrade
NEOS Nasdaq-100 Hedged Equity Income ETF Upgrade
Global X NASDAQ 100 Tail Risk 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