FPE Historical Sortino (Since Inception) Insights

First Trust Preferred Securities and Income ETF (FPE)

17.72 +0.07 (+0.40%) USD | NYSEARCA | Dec 20, 16:00

17.72 0.00 (0.00%) After-Hours: 20:00

View Historical Sortino (Since Inception) for FPE.
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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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

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

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Alpha (Since Inception)	Upgrade
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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