Innovator Eqty Defined Protctn ETF 2 Y to Jul 2025 (TJUL)

27.76 -0.06 (-0.23%) USD  |  NYSEARCA  |  Dec 18, 16:00
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TJUL 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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Sortino Ratio Definition

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

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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 US Equity Ultra Buffer ETF - January Upgrade
Innovator US Equity Buffer ETF - January Upgrade
Innovator US Equity Ultra Buffer ETF - July Upgrade
Innovator US Equity Buffer ETF - July Upgrade
Innovator US Equity Ultra Buffer ETF - October 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