AllianzIM US Lrg Cp 6M Bfr10 May/Nov ETF (SIXZ)

27.64 +0.06 (+0.22%) USD  |  NYSEARCA  |  Nov 22, 16:00
27.64 0.00 (0.00%) After-Hours: 20:00
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SIXZ Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for SIXZ.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (Since Inception) Data

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Date Value

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 (Since Inception) Range, Past 5 Years

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Median

Historical Sortino (Since Inception) Benchmarks

AllianzIM US Equity Buffer15 Unc May ETF --
AllianzIM U.S. Equity Buffer15 UncJunETF --
AllianzIM US Lrg Cp 6M Bfr10 Jun/Dec ETF --
Innovator Intl Dev Pwr Bffr ETF - Jun --
Calamos S&P 500 Struct AltProtETF-Sep --

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