AMTD IDEA Group (AMTD)

1.22 +0.01 (+0.83%) USD  |  NYSE  |  Nov 05, 14:45
More

AMTD IDEA Group Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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

Historical Historical Sortino (5Y) Data

View and export this data back to 2024. Upgrade now.
Date Value
October 31, 2024 --

Sortino Ratio Definition

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

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

Upgrade
Minimum
Oct 2024
Upgrade
Maximum
Oct 2024
Upgrade
Average
Upgrade
Median
Oct 2024

Historical Sortino (5Y) Benchmarks

AXA SA Upgrade
SCOR SE Upgrade
BNP Paribas Upgrade
Credit Agricole SA Upgrade
Societe Generale 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