ACS Actividades de Construccion y Servicios SA (ACSAY)

10.03 -0.01 (-0.12%) USD  |  OTCM  |  Dec 16, 15:50
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ACS Actividades de Construccion y Servicios Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Sortino Ratio Definition

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Historical Sortino (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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International Consolidated Airlines Group SA Upgrade
Fomento de Construcciones y Contratas SA --
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Tecnicas Reunidas SA --
Acciona SA Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade