Franklin BSP Realty Trust, Inc. (FBRT)

8.99 -0.15 (-1.64%) USD  |  NYSE  |  May 19, 16:00
8.89 -0.10 (-1.11%) Pre-Market: 06:59
More

Franklin BSP Realty Trust Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for FBRT.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Historical Sortino Ratio Definition

View Historical Sortino Ratio Definition
Start Trial

Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

View Historical Sortino (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (5Y) Benchmarks

View Historical Sortino (5Y) Benchmarks
Start Trial
Apollo Commercial Real Estate Finance, Inc. Upgrade
Chimera Investment Corp. Upgrade
Dynex Capital, Inc. Upgrade
Manhattan Bridge Capital, Inc. Upgrade
TPG Mortgage Investment Trust, Inc. 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