Simplify US Equity PLUS Convexity ETF (SPYC)

42.82 -0.55 (-1.26%) USD  |  NYSEARCA  |  Dec 12, 12:13
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SPYC 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 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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Maximum
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Median

Historical Sortino (Since Inception) Benchmarks

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Simplify US Equity PLUS Downside Convexity ETF Upgrade
VistaShares Target 15 ACKtivist Distribution ETF --
Simplify US Equity PLUS Upside Convexity ETF Upgrade
Defiance S&P 500 Target Income ETF Upgrade
Nuveen Core Equity Alpha Fund 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