FIBRA Terrafina (CBAOF)

1.81 0.00 (0.00%) USD  |  OTCM  |  Jan 07, 16:00
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FIBRA Terrafina 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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PrologisProperty Mexico SA de CV Upgrade
FIBRA Macquarie Upgrade
RLH Properties SAB de CV --
Fibra Inn --
Corporacion Inmobiliaria Vesta SAB de CV --

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