Cambria Endowment Style ETF (ENDW) Sortino Ratio
Sortino ratio is not yet available for ENDW. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares Cambria Endowment Style ETF's Sortino Ratio with other ETFs in the Global Allocation category across multiple time periods, showing how ENDW's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 1, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| LALT | First Trust Multi-Strategy Alternative ETF | 3.33 | |||
| KEAT | Keating Active ETF | 3.22 | |||
| PPI | AXS Astoria Inflation Sensitive ETF | 2.86 | |||
| TFPN | Blueprint Chesapeake Multi-Asset Trend ETF | 2.46 | |||
| MAPP | Harbor Multi-Asset Explorer ETF | 2.02 | |||
| NTSI | WisdomTree International Efficient Core Fund | 1.72 | |||
| JFLI | JPMorgan Flexible Income ETF | 1.70 | |||
| RSSB | Return Stacked Global Stocks & Bonds ETF | 1.58 | |||
| DYTA | SGI Dynamic Tactical ETF | 0.45 | |||
| ENDW | Cambria Endowment Style ETF | — |
Historical Sortino Ratio
The chart shows ENDW's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when ENDW consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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