First Trust Intermediate Duration Preferred & Income Fund (FPF)

19.16 -0.11 (-0.57%) USD  |  NYSE  |  Feb 23, 16:00
19.16 0.00 (0.00%) After-Hours: 19:59
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FPF Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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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 (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Cohen & Steers Select Preferred and Income Fund Inc Upgrade
Cohen & Steers Limited Duration Preferred and Income Fund Inc Upgrade
Flaherty & Crumrine Preferred and Income Fund Inc Upgrade
Flaherty & Crumrine Preferred and Income Opportunity Fund Inc Upgrade
Flaherty & Crumrine Dynamic Preferred and Income Fund Inc 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