Sortino ratio is not yet available for GPZ. 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 VanEck Alternative Asset Manager ETF's Sortino Ratio with other ETFs in the Financials Equities category across multiple time periods, showing how GPZ'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 Jun 4, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| GSIB | Themes Global Systemically Important Banks ETF | 3.43 | |||
| KBWB | Invesco KBW Bank ETF | 2.28 | |||
| EUFN | iShares MSCI Europe Financials ETF | 1.74 | |||
| FTXO | First Trust Nasdaq Bank ETF | 1.62 | |||
| FDIQ | Invesco Bloomberg Financial Data Providers ETF | 1.59 | |||
| IAT | iShares U.S. Regional Banks ETF | 1.52 | |||
| PSCF | Invesco S&P SmallCap Financials ETF | 1.47 | |||
| IXG | iShares Global Financials ETF | 1.40 | |||
| KRE | SPDR S&P Regional Banking ETF | 1.39 | |||
| KBE | SPDR S&P Bank ETF | 1.32 | |||
| GPZ | VanEck Alternative Asset Manager ETF | — |
Historical Sortino Ratio
The chart shows GPZ'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 GPZ consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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