Bank of America Corp. (BAC)

52.97 +0.38 (+0.72%) USD  |  NYSE  |  Jan 16, 16:00
52.14 -0.83 (-1.57%) Pre-Market: 06:19
More

Bank of America Historical Sortino (3Y)

Historical Sortino (3Y) Chart

View Historical Sortino (3Y) for BAC.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (3Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Historical Sortino Ratio Definition

View Historical Sortino Ratio Definition
Start Trial

Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

Read full definition.

Historical Sortino (3Y) Range, Past 5 Years

View Historical Sortino (3Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (3Y) Benchmarks

View Historical Sortino (3Y) Benchmarks
Start Trial
The Bank of New York Mellon Corp. Upgrade
Citigroup, Inc. Upgrade
JPMorgan Chase & Co. Upgrade
The PNC Financial Services Group, Inc. Upgrade
Wells Fargo & Co. Upgrade

Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Max Drawdown (3Y) Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade