PortfoliosLab logoPortfoliosLab logo

INQQ's Sortino Ratio of -1.30 indicates that for each unit of downside volatility, it generates -1.30 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 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.

INQQ Sortino Ratio Rank


INQQ Sortino Ratio Rank: 2.02
Concerning

INQQ ranks above 2.0% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with minimal downside volatility → Higher rank
  • Severe or frequent drawdowns → Lower rank
  • Upside volatility → No impact (Sortino doesn't penalize upside swings)

What you can do with this information

  • Weak downside-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or implementing downside hedges
  • Review higher-ranked alternatives in the same category

INQQ Sortino Ratio Market Positioning

The chart shows INQQ'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%): 1.33 or lower
  • Yellow zone (middle 50%): 1.33 to 3.21
  • Green zone (top 25%): 3.21 or higher
  • Top 1%: 14.64+
  • Median: 2.39 — half of all investments score higher

How it compares to other similar ETFs

The table compares India Internet & Ecommerce ETF's Sortino Ratio with other ETFs in the Asia Pacific Equities category across multiple time periods, showing how INQQ'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 23, 2026.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
FLTWFranklin FTSE Taiwan ETF4.66
EWTiShares MSCI Taiwan ETF4.59
EWYiShares MSCI South Korea ETF4.40
FLKRFranklin FTSE South Korea ETF4.38
MINVMatthews Asia Innovators Active ETF4.26
MKORMatthews Korea Active ETF4.22
AIAiShares Asia 50 ETF3.91
DVYAiShares Asia/Pacific Dividend ETF3.65
FLAXFranklin FTSE Asia ex Japan ETF3.54
ASIAMatthews Pacific Tiger Active ETF3.48
INQQIndia Internet & Ecommerce ETF-1.30

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows INQQ'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 INQQ consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


Loading charts...

Sortino Ratio Calculator

IHow does INQQ fit in your portfolio?

Add your other holdings to see your portfolio's Sortino Ratio and find out.

Analyze Your Portfolio