Horizon Small/Mid Cap Core Equity ETF (SMOX)

29.97 -0.15 (-0.49%) USD  |  NYSEARCA  |  Aug 31, 16:00
29.97 0.00 (0.00%) After-Hours: 18:12
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SMOX Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Historical Sortino (Since Inception) Data

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Date Value

Historical Sortino Ratio Definition

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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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Pacer Trendpilot US Mid Cap ETF Upgrade
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Invesco S&P MidCap 400 QVM Multi-factor ETF Upgrade
First Trust Active Factor Mid Cap ETF Upgrade
NYLIM Candriam US Mid Cap Equity ETF Upgrade

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