Towle Value ETF (TCV)

26.82 -0.17 (-0.63%) USD  |  NYSEARCA  |  Dec 15, 16:00
26.77 -0.05 (-0.18%) After-Hours: 20:00
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TCV Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for TCV.
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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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Historical Sortino (Since Inception) Benchmarks

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iShares US Small Cap Value Factor ETF Upgrade
Invesco S&P SmallCap 600 Revenue ETF Upgrade
Acquirers Small and Micro Deep Value ETF Upgrade
Cambria Micro and SmallCap Shareholder Yield ETF Upgrade
Hartford Multifactor Small 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