SWP Growth & Income ETF (SWP)

28.93 -0.07 (-0.23%) USD  |  NASDAQ  |  Dec 11, 16:00
28.84 -0.09 (-0.32%) After-Hours: 20:00
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SWP 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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Median

Historical Sortino (Since Inception) Benchmarks

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Harbor Dividend Growth Leaders ETF Upgrade
Franklin US Core Dividend Tilt Index ETF Upgrade
American Century Large Cap Equity ETF Upgrade
EA Bridgeway Blue Chip ETF Upgrade
Intech S&P Large Cap Diversified Alpha 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
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade