Fox Corp (FOX)

44.12 +0.75 (+1.73%) USD  |  NASDAQ  |  Nov 21, 16:00
44.12 0.00 (0.00%) After-Hours: 20:00
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Fox Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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

Historical Historical Sortino (5Y) Data

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Date Value
October 31, 2024 --
September 30, 2024 --
August 31, 2024 --
July 31, 2024 --
Date Value
June 30, 2024 --
May 31, 2024 --
April 30, 2024 --
March 31, 2024 --

Sortino Ratio Definition

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

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Historical Sortino (5Y) Range, Past 5 Years

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Minimum
Apr 2024
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Maximum
Oct 2024
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Average
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Median

Historical Sortino (5Y) Benchmarks

Paramount Global Upgrade
The Walt Disney Co Upgrade
News Corp Upgrade
Netflix Inc Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade