Fidelity Wise Origin Bitcoin Fund (FBTC)

84.20 +0.07 (+0.08%) USD  |  BATS  |  Dec 20, 16:00
85.37 +1.17 (+1.39%) After-Hours: 20:00
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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
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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 (Since Inception) Range, Past 5 Years

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Median

Historical Sortino (Since Inception) Benchmarks

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Grayscale Bitcoin Trust ETF Upgrade
VanEck Bitcoin --
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