Fidelity Digital Health ETF (FDHT)

19.95 -0.20 (-1.01%) USD  |  BATS  |  Dec 27, 16:00
19.97 +0.02 (+0.11%) After-Hours: 20:00
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FDHT Historical Sortino (3Y)

Historical Sortino (3Y) 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 (3Y) Range, Past 5 Years

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Historical Sortino (3Y) Benchmarks

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First Trust Indxx Medical Devices ETF Upgrade
iShares Health Innovation Active ETF Upgrade
NYLI Healthy Hearts ETF Upgrade
First Trust Nasdaq Lux Digi Health Solutions ETF --
Langar Global HealthTech ETF --

Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Alpha (vs YCharts Benchmark) (3Y) Upgrade
Beta (vs YCharts Benchmark) (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Max Drawdown (3Y) Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade