Innovator US Equity Accelerated Plus ETF - January (XTJA)

27.79 +0.05 (+0.16%) USD  |  BATS  |  Dec 24, 16:00
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XTJA 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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Innovator US Eqty Accelerated 9 Buffer ETF - Jan Upgrade
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

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
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade