Schwab Fundamental US Large Company ETF (FNDX)

27.78 -0.40 (-1.40%) USD  |  NYSEARCA  |  Jan 20, 16:00
27.81 +0.02 (+0.09%) After-Hours: 20:00
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FNDX Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for FNDX.
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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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Fidelity Value Factor ETF Upgrade
Fidelity High Dividend ETF Upgrade
American Century US Quality Value ETF Upgrade
Columbia Research Enhanced Value ETF Upgrade
FlexShares Quality Dividend Index Fund 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