Exelon Corp (EXC)

37.02 -0.17 (-0.46%) USD  |  NASDAQ  |  Dec 20, 16:00
37.05 +0.03 (+0.08%) After-Hours: 20:00
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Exelon 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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Public Service Enterprise Group Inc Upgrade
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Constellation Energy Corp --
MGE Energy Inc Upgrade
Talen Energy Corp --

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