Question: Which ETF should you choose if it is most important that you are most concerned about downside risk? R squared Alpha Sharpe Sortino A 100%

Which ETF should you choose if it is most important that you are most concerned about downside risk?

R squared Alpha Sharpe Sortino
A 100% -0.35% 0.98% 1.10%
B 90% -0.50% 2.70% 0.25%
C 85% 1.20% 1.20% 2.30%
D 75% 3.20% 0.75% 0.68%

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