First Trust SSI Strategic Convertible Sec ETF (FCVT)

36.88 -0.39 (-1.05%) USD  |  NASDAQ  |  Dec 27, 16:00
36.75 -0.13 (-0.35%) After-Hours: 20:00
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FCVT Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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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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American Century Quality Convertible Securities --
Calamos Convertible Equity Alternative ETF --
SPDR Bloomberg Convertible Securities ETF Upgrade
iShares Convertible Bond ETF Upgrade
Virtus Convertible & Income Fund II 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