Cambria Cannabis ETF (TOKE)

5.68 +0.24 (+4.41%) USD  |  BATS  |  Nov 15, 16:00
5.68 0.00 (0.00%) After-Hours: 19:21
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TOKE Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for TOKE.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

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Date Value
October 31, 2024 --
Date Value
September 30, 2024 --

Sortino Ratio Definition

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

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Historical Sortino (5Y) Range, Past 5 Years

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Minimum
Sep 2024
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Maximum
Oct 2024
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Average
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Median

Historical Sortino (5Y) Benchmarks

Amplify Seymour Cannabis ETF Upgrade
AdvisorShares Pure Cannabis ETF Upgrade
Amplify Alternative Harvest ETF Upgrade
Amplify U.S. Alternative Harvest ETF --
ProShares Pet Care ETF 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