Fidelity CLO ETF (FCLO)

50.44 -0.03 (-0.05%) USD  |  NASDAQ  |  Aug 25, 15:23
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FCLO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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

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Date Value

Historical Sortino Ratio Definition

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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iShares BBB-B CLO Active ETF Upgrade
Alternative Access First Priority CLO Bond ETF Upgrade
Janus Henderson B-BBB CLO ETF Upgrade
VanEck AA-BB CLO ETF Upgrade
Virtus Seix AAA Private Credit CLO 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