Banco de Sabadell SA (BNDSF)

3.745 -0.02 (-0.40%) USD  |  OTCM  |  Jan 21, 11:51
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Banco de Sabadell Historical Sortino (3Y)

Historical Sortino (3Y) 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 (3Y) Range, Past 5 Years

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Historical Sortino (3Y) Benchmarks

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Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
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Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
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Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade