Cambria Tail Risk ETF (TAIL)

11.64 -0.07 (-0.60%) USD  |  BATS  |  Feb 24, 16:00
11.88 +0.24 (+2.11%) Pre-Market: 07:42
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TAIL Historical Sortino (5Y)

Historical Sortino (5Y) 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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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ProShares Short Dow30 Upgrade
ProShares UltraShort QQQ Upgrade
ProShares Short Russell2000 Upgrade
ProShares UltraPro Short S&P500 Upgrade
ProShares UltraShort S&P500 Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade