Themes US R&D Champions ETF (USRD)

31.48 +0.47 (+1.52%) USD  |  NASDAQ  |  Nov 21, 16:00
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USRD Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for USRD.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (Since Inception) Data

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Date Value

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 (Since Inception) Range, Past 5 Years

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Median

Historical Sortino (Since Inception) Benchmarks

First Trust S&P 500 Economic Moat ETF --
Invesco S&P 500 Minimum Variance ETF Upgrade
JPMorgan Carbon Transition US Eq ETF Upgrade
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NYLI U.S. Large Cap R&D Leaders 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