Fidelity Corporate Bond ETF (FCOR)

46.03 +0.05 (+0.10%) USD  |  NYSEARCA  |  Jan 08, 16:00
46.00 -0.03 (-0.07%) After-Hours: 20:00
More

FCOR Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for FCOR.
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

Sortino Ratio Definition

View Sortino Ratio Definition
Start Trial

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

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
Invesco Bond Fund Upgrade
VictoryShares Corporate Bond ETF --
VanEck Moody's Analytics IG Corporate Bond ETF --
VanEck Moody's Analytics BBB Corporate Bond ETF --
PIMCO Investment Grade Corporate Bond Index ETF Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (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