Defender Risk Adaptive 500 ETF (SPDF)

27.67 -0.06 (-0.21%) USD  |  BATS  |  Sep 16, 16:00
27.63 -0.04 (-0.14%) Pre-Market: 20:00
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SPDF 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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Median

Historical Sortino (Since Inception) Benchmarks

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Horizon Managed Risk Upgrade
Cyber Hornet S&P 500 and Ethereum 75/25 Strat ETF --
Cyber Hornet S&P 500 and Solana 75/25 Strategy ETF --
Cyber Hornet S&P 500 and XRP 75/25 Strategy ETF --

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