Firm Capital Mortgage Investment Corp (FC.TO)

11.97 +0.06 (+0.50%) CAD  |  TSX  |  Dec 24, 16:00
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Firm Capital Mortgage Investment Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for FC.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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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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First National Financial Corp Upgrade
MCAN Financial Group Upgrade
Dominion Lending Centres Inc Upgrade
Starrex International Ltd Upgrade
Builders Capital Mortgage Corp 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