FT Cboe Vest US Eq Enh & Mod Buf ETF-Nov (XNOV)

34.12 +0.07 (+0.20%) USD  |  BATS  |  Nov 22, 14:51
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XNOV Historical Sharpe Ratio (Since Inception)

Historical Sharpe Ratio (Since Inception) Chart

View Historical Sharpe Ratio (Since Inception) for XNOV.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sharpe Ratio (Since Inception) Data

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Date Value

Historical Sharpe Ratio Definition

The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.

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Historical Sharpe Ratio (Since Inception) Range, Past 5 Years

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Historical Sharpe Ratio (Since Inception) Benchmarks

Innovator US Eq Acltd 9 Bfr ETFTM April Upgrade
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Innovator US Equity Acclrtd Pls ETF™ Oct Upgrade

Historical Sharpe Ratio (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