SPAC and New Issue ETF (SPCK)

22.40 +0.10 (+0.44%) USD  |  NASDAQ  |  May 22, 16:00
22.84 +0.44 (+1.96%) Pre-Market: 20:00
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SPCK Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for SPCK.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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NYLI Merger Arbitrage ETF Upgrade
ProShares Merger ETF Upgrade
First Trust Equity Market Neutral ETF Upgrade
AltShares Merger Arbitrage ETF Upgrade
RiverNorth Enhanced Pre-Merger SPAC 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
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade