First Trust Mid Cap Growth AlphaDEX Fund (FNY)

95.48 -1.71 (-1.76%) USD  |  NASDAQ  |  Feb 12, 16:00
95.48 0.00 (0.00%) After-Hours: 20:00
More

FNY Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for FNY.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Historical Sortino Ratio Definition

View Historical Sortino Ratio Definition
Start Trial

Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

View Historical Sortino (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (5Y) Benchmarks

View Historical Sortino (5Y) Benchmarks
Start Trial
First Trust Multi Cap Growth AlphaDEX Fund Upgrade
iShares Russell Mid-Cap Growth ETF Upgrade
Invesco NASDAQ Next Gen 100 ETF Upgrade
Motley Fool Next Index ETF --
Invesco Zacks Mid-Cap 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