Grupo Aeroportuario del Sureste SAB de CV (ASR)

262.63 -0.78 (-0.30%) USD  |  NYSE  |  Dec 20, 16:00
262.77 +0.14 (+0.05%) After-Hours: 20:00
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Grupo Aeroportuario del Sureste Historical Sortino (5Y)

Historical Sortino (5Y) 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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Sortino Ratio Definition

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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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Historical Sortino (5Y) Benchmarks

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Grupo Aeroportuario del Centro Norte SAB de CV Upgrade
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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