Franklin US Large Cap Multifactor Index ETF (FLQL)

70.56 +0.26 (+0.37%) USD  |  BATS  |  Jan 22, 15:46
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FLQL Historical Sortino (10Y)

Historical Sortino (10Y) Chart

View Historical Sortino (10Y) for FLQL.
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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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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