Espey Manufacturing & Electronics Corp. (ESP)

46.11 +0.76 (+1.68%) USD  |  NYAM  |  Dec 29, 16:00
45.75 -0.36 (-0.78%) After-Hours: 20:00
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Espey Manufacturing & Electronics 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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Hubbell, Inc. Upgrade
Orbit International Corp. Upgrade
Kimball Electronics, Inc. Upgrade
RF Industries Ltd. Upgrade
Chicago Rivet & Machine Co. 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