Fidelity Stocks for Inflation ETF (FCPI)

50.57 +0.15 (+0.30%) USD  |  BATS  |  Dec 11, 12:11
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FCPI Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for FCPI.
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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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Historical Sortino Ratio Definition

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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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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FlexShares US Quality Low Volatility Index Fund Upgrade
Fidelity US Multifactor ETF Upgrade
FlexShares ESG & Climate US Large Cap Core Index --
Hartford Disciplined US Equity ETF --
Vanguard Russell 1000 Index Fund 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