TSME Historical Sortino (Since Inception) Analysis

Thrivent Small-Mid Cap Equity ETF (TSME)

43.13 +1.22 (+2.91%) USD | NYSEARCA | Dec 10, 16:00

43.13 0.00 (0.00%) After-Hours: 19:25

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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Minimum

Maximum

Average

Median

Historical Sortino (Since Inception) Benchmarks

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Invesco S&P MidCap Quality ETF	Upgrade
Invesco Russell 1000 Equal Weight ETF	Upgrade
Fidelity Fundamental Small-Mid Cap ETF	Upgrade
Pacer S&P MidCap 400 Quality FCF Aristocrats ETF	--
BNY Mellon US Mid Cap Core Equity 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
Historical Sharpe Ratio (Since Inception)	Upgrade
Max Drawdown (Since Inception)	Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception)	Upgrade