Fidelity Small-Mid Multifactor ETF (FSMD)

43.07 -0.05 (-0.12%) USD  |  NYSEARCA  |  Nov 14, 16:00
43.00 -0.07 (-0.16%) After-Hours: 20:00
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FSMD Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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

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Median

Historical Sortino (Since Inception) Benchmarks

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Vanguard Small-Cap Index Fund ETF Upgrade
Vanguard S&P Small-Cap 600 Index Fund ETF Upgrade
Vanguard Extended Market Index Fund ETF Upgrade
Vanguard S&P Mid-Cap 400 Index Fund ETF Upgrade
Vanguard Mid-Cap Index Fund 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
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade