Fidelity Sustainable World ETF (FCSW.NO)

57.04 -0.45 (-0.78%) CAD  |  NEO  |  Dec 17, 16:00
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FCSW.NO Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for FCSW.NO.
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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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Fidelity Global Equity+ Fund ETF Series --
BMO MSCI All Country World High Quality Index ETF Upgrade
Wealthsimple Shariah World Equity Index ETF --
Mackenzie Global Dividend ETF --
Mackenzie GQE Global Equity ETF --

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