First Trust S&P International Div Aristocrats ETF (FID)

20.55 -0.08 (-0.41%) USD  |  NASDAQ  |  Dec 31, 16:00
20.57 +0.02 (+0.10%) After-Hours: 20:00
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FID Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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 International Value Factor ETF Upgrade
Fidelity International High Dividend ETF Upgrade
FlexShares MS Dev Mkts exUS Factors Tilt Idx Upgrade
Hartford Multifactor Developed Markets (ex-US) ETF Upgrade
American Century Quality Diversified Internatl 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