Strive Mid-Cap ETF (STXM)

25.95 +0.08 (+0.29%) USD  |  NYSEARCA  |  Nov 04, 16:00
More

STXM Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for STXM.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (Since Inception) Data

View and export this data back to . Upgrade now.
Date Value

Sortino Ratio Definition

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

Read full definition.

Historical Sortino (Since Inception) Range, Past 5 Years

--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (Since Inception) Benchmarks

SPDR® Russell 1000 Momentum Focus ETF Upgrade
Timothy Plan US Large/Mid Cp Cr Enh ETF Upgrade
Calvert US Mid-Cp Cor Rspnb ETF Upgrade
Invesco Zacks Mid-Cap ETF Upgrade
iShares Morningstar Mid-Cap 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