FTA Historical Sortino (Since Inception) Analysis

First Trust Large Cap Value AlphaDEX Fund (FTA)

76.12 +0.91 (+1.21%) USD | NASDAQ | Dec 20, 16:00

76.14 +0.02 (+0.03%) After-Hours: 20:00

View Historical Sortino (Since Inception) for FTA.
Upgrade now.

Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

View Historical Sortino (Since Inception) Chart

Start Trial

View Historical Data

Start Trial

View Sortino Ratio Definition

Start Trial

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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

Start Trial

Minimum

Maximum

Average

Median

View Historical Sortino (Since Inception) Benchmarks

Start Trial

First Trust Value Line Dividend Index Fund	Upgrade
Invesco S&P 500 GARP ETF	Upgrade
ProShares S&P 500 Dividend Aristocrats ETF	Upgrade
VictoryShares Free Cash Flow ETF	Upgrade
WisdomTree US High Dividend Fund	Upgrade

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