First Trust S&P REIT Index Fund (FRI)

27.55 +0.09 (+0.32%) USD  |  NYSEARCA  |  Dec 10, 16:00
27.57 +0.02 (+0.07%) After-Hours: 20:00
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FRI Historical Sortino (10Y)

Historical Sortino (10Y) Chart

View Historical Sortino (10Y) for FRI.
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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 (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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iShares Core US REIT ETF Upgrade
iShares Residential and Multisector Real Estate Upgrade
Columbia Research Enhanced Real Estate ETF --
First Trust Global Wind Energy ETF Upgrade
First Trust Natural Gas ETF Upgrade

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade