Franklin US Equity Index ETF (USPX)

59.00 +1.42 (+2.47%) USD  |  NYSEARCA  |  Apr 08, 16:00
58.93 -0.08 (-0.13%) After-Hours: 20:00
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USPX 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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JPMorgan BetaBuilders US Equity ETF Upgrade
iShares Russell Top 200 ETF Upgrade
iShares ESG MSCI KLD 400 ETF Upgrade
iShares Russell 1000 ETF Upgrade
iShares Dow Jones US 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