TappAlpha SPY Growth & Daily Income ETF (TSPY)

25.49 -0.17 (-0.66%) USD  |  NASDAQ  |  Dec 24, 16:00
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TSPY 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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Maximum
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Median

Historical Sortino (Since Inception) Benchmarks

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Nicholas Global Equity and Income ETF --
PeakShares Sector Rotation ETF --
Kensington Hedged Premium Income ETF --
Parametric Equity Plus ETF --
Unity Wealth Partners Dynamic Cap App & Opt ETF --

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