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

34.12 +0.07 (+0.20%) USD  |  BATS  |  Nov 22, 14:42
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XNOV Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for XNOV.
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Sep '18
Jan '19
May '19
 
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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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Historical Sortino (Since Inception) Benchmarks

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