Fidelity MSCI Materials Index ETF (FMAT)

60.94 +0.88 (+1.47%) USD  |  NYSEARCA  |  Feb 09, 16:00
60.94 0.00 (0.00%) After-Hours: 20:00
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FMAT Historical Sortino (3Y)

Historical Sortino (3Y) 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 (3Y) Range, Past 5 Years

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Historical Sortino (3Y) Benchmarks

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Invesco Water Resources ETF Upgrade
Invesco S&P 500 Eql Wght Materials ETF Upgrade
State Street Materials Select Sector SPDR ETF Upgrade
State Street SPDR S&P Metals & Mining ETF Upgrade
Tortoise Global Water Fund Upgrade

Historical Sortino (3Y) Related Metrics

Alpha (3Y) Upgrade
Beta (3Y) Upgrade
Alpha (vs YCharts Benchmark) (3Y) Upgrade
Beta (vs YCharts Benchmark) (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Max Drawdown (3Y) Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade