FT Vest US Eqty Buff & Prem Inc ETF - Mar (XIMR)

31.11 +0.05 (+0.16%) USD  |  BATS  |  Dec 24, 16:00
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XIMR 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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FT Vest US Eqty Buff & Prem Inc ETF - Sept Upgrade
AllianzIM US Large Cap Buffer10 Apr ETF Upgrade
TrueShares Structured Outcome (September) ETF Upgrade
TrueShares Structured Outcome (October) ETF Upgrade
TrueShares Structured Outcome (March) 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