ZEGA Buy and Hedge ETF (ZHDG)

23.07 -0.10 (-0.43%) USD  |  NYSEARCA  |  Dec 12, 16:00
23.16 +0.08 (+0.37%) After-Hours: 20:00
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ZHDG 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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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (Since Inception) Range, Past 5 Years

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Median

Historical Sortino (Since Inception) Benchmarks

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Bridges Capital Tactical ETF Upgrade
Defined Duration 10 ETF Upgrade
UPAR Ultra Risk Parity ETF Upgrade
Relative Sentiment Tactical Allocation ETF Upgrade
Tactical Advantage ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (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