First Trust Active Factor Mid Cap ETF (AFMC)

37.45 +0.98 (+2.69%) USD  |  NYSEARCA  |  Feb 06, 16:00
37.45 0.00 (0.00%) After-Hours: 20:00
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AFMC Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for AFMC.
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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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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Pacer Trendpilot US Mid Cap ETF Upgrade
iShares ESG Select Screened S&P Mid-Cap ETF Upgrade
Invesco S&P MidCap 400 QVM Multi-factor ETF Upgrade
NYLI Candriam US Mid Cap Equity ETF Upgrade
Barron's 400 ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

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