Franklin FTSE United Kingdom ETF (FLGB)

35.95 +0.21 (+0.59%) USD  |  NYSEARCA  |  Mar 04, 16:00
36.08 +0.13 (+0.36%) Pre-Market: 20:00
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FLGB 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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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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iShares MSCI Switzerland ETF Upgrade
iShares MSCI Spain ETF Upgrade
iShares MSCI United Kingdom ETF Upgrade
iShares MSCI Germany ETF Upgrade
iShares MSCI Sweden 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