Federated Hermes MDT Small Cap Core ETF (FSCC)

27.86 0.00 (0.00%) USD  |  NYSEARCA  |  Nov 25, 16:00
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FSCC Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for FSCC.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (Since Inception) Data

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Date Value

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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

JPMorgan Fundamental Data Sci Sm Cor ETF --
SEI Select Small Cap ETF --
Nuveen Small Cap Select ETF Upgrade
Fidelity Enhanced Small Cap ETF Upgrade
Invesco S&P SmallCap Quality ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade