Simplify US Equity Plus Qis ETF (SPQ)

30.48 -0.11 (-0.37%) USD  |  NYSEARCA  |  Nov 04, 16:00
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SPQ Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for SPQ.
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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

FT Vest U.S. Eq Bffr & Prm Inc ETF -June --
Return Stacked® US Stocks & Mgd Futs ETF Upgrade
ProShares Large Cap Core Plus Upgrade
Strategas Macro Thematic Opp ETF Upgrade
Miller Value Ptnrs Leverage 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