Innovator 20+ Year Treasury Bond 5 Floor ETF - Qtr (TFJL)

19.79 -0.19 (-0.93%) USD  |  BATS  |  Dec 12, 16:00
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TFJL 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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Historical Sortino (Since Inception) Benchmarks

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Innovator Premium Income 15 Buffer ETF - April Upgrade
AllianzIM US Equity 6 Month Floor5 Jan/Jul ETF Upgrade
KraneShares 100% KWEB Defined Outcome Jan 2027 ETF Upgrade
KraneShares 90% KWEB Defined Outcome Jan 2027 ETF Upgrade
Innovator Premium Income 15 Buffer ETF - July 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