Franklin FTSE Saudi Arabia ETF (FLSA)

36.13 0.00 (0.00%) USD  |  NYSEARCA  |  Nov 15, 16:00
35.01 -1.12 (-3.09%) After-Hours: 20:00
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FLSA Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for FLSA.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

View and export this data back to 2023. Upgrade now.
Date Value
October 31, 2024 --
September 30, 2024 --
August 31, 2024 --
July 31, 2024 --
June 30, 2024 --
May 31, 2024 --
Date Value
April 30, 2024 --
March 31, 2024 --
February 29, 2024 --
January 31, 2024 --
December 31, 2023 --

Sortino Ratio Definition

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

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Minimum
Apr 2024
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Maximum
Dec 2023
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Average
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Median
Mar 2024

Historical Sortino (5Y) Benchmarks

iShares MSCI Thailand ETF Upgrade
iShares MSCI Saudi Arabia ETF Upgrade
Franklin FTSE Mexico ETF Upgrade
Franklin FTSE Germany ETF Upgrade
Franklin FTSE Australia 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