Fidelity Advanced U.S. Equity Fund ETF Srs (FAUS.TO)

26.10 +0.07 (+0.27%) CAD  |  TSX  |  Dec 15, 14:54
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FAUS.TO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for FAUS.TO.
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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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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JPMorgan US Core Active ETF --
NBI SmartData U.S. Equity Fund - ETFH Series --
Invesco S&P US Total Market ESG Index ETF Hedged Upgrade
Invesco S&P US Total Market ESG Tilt IdxETF Hedged Upgrade
Invesco S&P 500 ESG Tilt Index ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade