COPT Defense Properties (CDP)

28.34 +0.05 (+0.18%) USD  |  NYSE  |  Dec 30, 14:30
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COPT Defense Properties 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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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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Maui Land & Pineapple Co., Inc. Upgrade
Zoned Properties, Inc. Upgrade
American Strategic Investment Co. Upgrade
DiamondRock Hospitality Co. Upgrade
Industrial Logistics Properties Trust Upgrade

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