The Bank of New York Mellon Corp. (BK)

123.63 +1.50 (+1.23%) USD  |  NYSE  |  Apr 06, 16:00
123.94 +0.31 (+0.25%) After-Hours: 20:00
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Bank of New York Mellon 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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Bank of America Corp. Upgrade
Citigroup, Inc. Upgrade
JPMorgan Chase & Co. Upgrade
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The PNC Financial Services Group, Inc. Upgrade

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