Federal Realty Investment Trust (FRT)

105.76 +0.91 (+0.87%) USD  |  NYSE  |  Feb 06, 16:00
105.25 -0.51 (-0.48%) Pre-Market: 08:22
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Federal Realty Investment Trust 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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Simon Property Group, Inc. Upgrade
Regency Centers Corp. Upgrade
EPR Properties Upgrade
Welltower, Inc. Upgrade
J.W. Mays, 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
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade