Twin Oak Strategic Solutions ETF (TOS)

29.15 -0.73 (-2.45%) USD  |  BATS  |  May 15, 16:00
29.83 +0.68 (+2.32%) After-Hours: 20:00
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TOS 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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Median

Historical Sortino (Since Inception) Benchmarks

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Dana Unconstrained Equity ETF --
Segall Bryant & Hamill Select Equity ETF Upgrade
ARS Focused Opportunities Strategy ETF --
Alpha Architect US Equity 3 ETF --
AdvisorShares Dorsey Wright FSM US Core 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