Variant Perception Cycle Aware US Equity ETF (VPX)

31.03 +0.04 (+0.13%) USD  |  NYSEARCA  |  Sep 18, 16:00
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VPX 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 Historical Sortino (Since Inception) Data

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Date Value

Historical Sortino Ratio Definition

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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Historical Sortino (Since Inception) Benchmarks

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Xtrackers Russell 1000 US Qlty at a Rsnbl Prce ETF Upgrade
State Street SPDR MSCI USA StrategicFactors ETF Upgrade
Northern Trust US Quality Large Cap ETF Upgrade
Northern Trust US Quality Low Volatility ETF Upgrade
Defiance Large Cap ex-Mag 7 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