Fidelity Wise Origin Bitcoin ETF (FBTC)

85.88 +3.34 (+4.05%) USD  |  BATS  |  Nov 21, 16:00
85.73 -0.15 (-0.17%) Pre-Market: 09:12
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FBTC Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for FBTC.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (Since Inception) Data

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Date Value

Sortino Ratio Definition

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Historical Sortino (Since Inception) Range, Past 5 Years

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Median

Historical Sortino (Since Inception) Benchmarks

Grayscale Bitcoin Trust ETF ETF Upgrade
VanEck Bitcoin ETF --
iShares Bitcoin Trust ETF --
Bitwise Bitcoin ETF --
ARK 21Shares Bitcoin ETF --

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