First Trust Dow Jones Internet Index Fund (FDN)

261.63 -2.31 (-0.88%) USD  |  NYSEARCA  |  Jan 16, 16:00
261.66 +0.03 (+0.01%) After-Hours: 20:00
More

FDN Historical Sortino (3Y)

Historical Sortino (3Y) Chart

View Historical Sortino (3Y) for FDN.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (3Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Historical Sortino Ratio Definition

View Historical Sortino Ratio Definition
Start Trial

Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

Read full definition.

Historical Sortino (3Y) Range, Past 5 Years

View Historical Sortino (3Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (3Y) Benchmarks

View Historical Sortino (3Y) Benchmarks
Start Trial
First Trust NASDAQ-100-Technology Sector Index Fd Upgrade
iShares Expanded Tech Sector ETF Upgrade
iShares Expanded Tech-Software Sector ETF Upgrade
VanEck Semiconductor ETF Upgrade
Vanguard Information Technology Index Fund ETF Upgrade

Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (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