AMTD IDEA Group (AMTD)

1.19 +0.02 (+1.81%) USD  |  NYSE  |  Nov 21, 16:00
1.19 0.00 (0.00%) Pre-Market: 09:01
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AMTD IDEA Group Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for AMTD.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

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Date Value
October 31, 2024 --
September 30, 2024 --
Date Value
August 31, 2024 --

Sortino Ratio Definition

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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Minimum
Aug 2024
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Maximum
Oct 2024
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Average
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Median
Sep 2024

Historical Sortino (5Y) Benchmarks

Wendel SE Upgrade
Eurazeo SE Upgrade
Peugeot Invest Upgrade
Tikehau Capital SCA --
Amundi SA --

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
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade