Adams Diversified Equity Fund (ADX)

23.69 +0.18 (+0.77%) USD  |  NYSE  |  Jan 23, 16:00
23.75 +0.06 (+0.25%) After-Hours: 20:00
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ADX Historical Sortino (3Y)

Historical Sortino (3Y) 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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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (3Y) Range, Past 5 Years

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Median

Historical Sortino (3Y) Benchmarks

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Cornerstone Total Return Fund Upgrade
Principal Capital Appreciation Select ETF --
Allspring LT Large Core ETF --
MFS Blended Research Core Equity ETF --
PeakShares RMR Prime Equity ETF --

Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Alpha (vs YCharts Benchmark) (3Y) Upgrade
Beta (vs YCharts Benchmark) (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Max Drawdown (3Y) Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade