Morningstar Bal ETF Asset Allocation Port I (LP40115078)

11.11 -0.01 (-0.09%) USD  |  Dec 29 2025
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LP40115078 Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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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Historical Sortino (Since Inception) Benchmarks

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NYLI Moderate ETF Allocation Fund Simple Upgrade
Janus Henderson Global Allocation Fund - Modt T Upgrade
NYLI Moderate Allocation Fund Simple Upgrade
John Hancock Lifestyle Blend Bal Port 1 Upgrade
Nuveen Lifestyle Moderate Fund Premier 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