XNOV Historical Sortino (Since Inception) Analysis

FT Vest US Equity Enh & Mod Buffer ETF - Nov (XNOV)

34.21 -0.13 (-0.37%) USD | BATS | Dec 27, 16:00

View Historical Sortino (Since Inception) for XNOV.
Upgrade now.

Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

View Historical Sortino (Since Inception) Chart

Start Trial

View Historical Data

Start Trial

View Sortino Ratio Definition

Start Trial

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

View Historical Sortino (Since Inception) Range, Past 5 Years

Start Trial

Minimum

Maximum

Average

Median

View Historical Sortino (Since Inception) Benchmarks

Start Trial

Innovator US Eqty Accelerated 9 Buffer ETF - April	Upgrade
Innovator US Equity Accelerated Plus ETF - April	Upgrade
Innovator US Equity Accelerated Plus ETF - July	Upgrade
Innovator US Equity Accelerated ETF - July	Upgrade
Innovator US Equity Accelerated Plus ETF - October	Upgrade

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