Vesper US Large Cap Short-Term Reversal Strategy (UTRN)

30.40 0.00 (0.00%) USD  |  NYSEARCA  |  Dec 20, 16:00
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UTRN 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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Historical Sortino (Since Inception) Benchmarks

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Invesco S&P 500 Eql Wght ETF Upgrade
VanEck Morningstar Wide Moat ETF Upgrade
Global X Guru Index ETF Upgrade
SPDR SSGA US Large Cap Low Volatility Index ETF Upgrade
GGM Macro Alignment 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