Citigroup, Inc. (C)

118.04 +0.58 (+0.49%) USD  |  NYSE  |  Jan 16, 16:00
115.74 -2.30 (-1.95%) Pre-Market: 04:15
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Citigroup 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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Bank of America Corp. Upgrade
The Bank of New York Mellon Corp. 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