First Trust Intermediate Duration Invt Gr ETF (FIIG)

20.51 -0.03 (-0.15%) USD  |  NYSEARCA  |  Dec 24, 13:00
20.51 0.00 (0.00%) After-Hours: 13:59
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FIIG Historical Sortino (Since Inception)

Historical Sortino (Since Inception) 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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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American Century Diversified Corporate Bond ETF Upgrade
iShares 5-10 Yr Investment Grade Corporate Bd ETF Upgrade
Fidelity Corporate Bond ETF Upgrade
Goldman Sachs Access Investment Grade Corp Bd ETF Upgrade
Principal Investment Grade Corporate Active ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

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