Fidelity Long/Short Alternative Fund ETF Series (FLSA.NO)

11.88 +0.09 (+0.76%) CAD  |  NEO  |  Dec 24, 16:00
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FLSA.NO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for FLSA.NO.
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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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Median

Historical Sortino (Since Inception) Benchmarks

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Purpose Tactical Hedged Equity ETF NCH Upgrade
BMO Long Short US Equity ETF --
Apple (AAPL) Yield Shares Purpose ETF Upgrade
Alphabet (GOOGL) Yield Shares Purpose ETF Upgrade
Global X Enhanced AllEq Asset Alloc Cov Call 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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade