IGTR's Sortino Ratio of 1.89 indicates that for each unit of downside volatility, it generates 1.89 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 17, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
IGTR Sortino Ratio Market Positioning
The chart shows IGTR's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.16 or lower
- Yellow zone (middle 50%): 1.16 to 2.73
- Green zone (top 25%): 2.73 or higher
- Top 1%: 13.62+
- Median: 2.02 — half of all investments score higher
How it compares to other similar ETFs
The table compares Innovator Gradient Tactical Rotation Strategy ETF's Sortino Ratio with other ETFs in the Global Equities category across multiple time periods, showing how IGTR'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 Jul 17, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| FYLD | Cambria Foreign Shareholder Yield ETF | 3.90 | |||
| WLDR | Affinity World Leaders Equity ETF | 3.58 | |||
| AVGV | Avantis All Equity Markets Value ETF | 3.46 | |||
| GINX | SGI Enhanced Global Income ETF | 3.45 | |||
| COPY | Tweedy, Browne Insider + Value ETF | 3.45 | |||
| DIVD | Altrius Global Dividend ETF | 3.35 | |||
| GVAL | Cambria Global Value ETF | 3.28 | |||
| WDIV | SPDR S&P Global Dividend ETF | 3.14 | |||
| AVGE | Avantis All Equity Markets ETF | 3.07 | |||
| WBIG | WBI BullBear Yield 3000 ETF | 3.04 | |||
| IGTR | Innovator Gradient Tactical Rotation Strategy ETF | — |
Historical Sortino Ratio
The chart shows IGTR'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 IGTR consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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