Affiliated Managers Group, Inc. (AMG)

267.24 +1.73 (+0.65%) USD  |  NYSE  |  Apr 06, 16:00
267.24 0.00 (0.00%) After-Hours: 18:17
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Affiliated Managers Group Historical Sortino (15Y)

Historical Sortino (15Y) 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 (15Y) Range, Past 5 Years

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Historical Sortino (15Y) Benchmarks

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Invesco Ltd. Upgrade
KKR & Co., Inc. Upgrade
Apollo Global Management, Inc. Upgrade
PennantPark Floating Rate Capital Ltd. --
Ares Management Corp. --

Historical Sortino (15Y) Related Metrics

Alpha (15Y) Upgrade
Beta (15Y) Upgrade
Annualized Standard Deviation of Monthly Returns (15Y Lookback) Upgrade
Historical Sharpe Ratio (15Y) Upgrade
Max Drawdown (15Y) Upgrade
Monthly Value at Risk (VaR) 5% (15Y Lookback) Upgrade