First Trust Mortgage Income Fund (FMY)

11.91 -0.10 (-0.84%) USD  |  NYSE  |  Dec 08, 16:00
11.91 0.00 (0.00%) Pre-Market: 20:00
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FMY Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for FMY.
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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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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Nuveen Mortgage and Income Fund Upgrade
BlackRock Multi-Sector Income Trust Upgrade
BlackRock Credit Allocation Income Trust Upgrade
Eaton Vance Short Duration Diversified Income Fund Upgrade
John Hancock Investors Trust 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
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade