First Trust Dividend Strength ETF (FTDS)

59.49 -0.33 (-0.54%) USD  |  NASDAQ  |  Jan 23, 16:00
59.22 -0.28 (-0.47%) After-Hours: 20:00
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FTDS Historical Sortino (15Y)

Historical Sortino (15Y) 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 (15Y) Range, Past 5 Years

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Historical Sortino (15Y) Benchmarks

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State Street SPDR S&P Dividend ETF Upgrade
First Trust Dorsey Wright Momentum & Dividend ETF --
State Street SPDR Portfolio S&P 500 High Dvd ETF --
WBI Power Factor High Dividend ETF --
AAM S&P 500 High Dividend Value ETF --

Historical Sortino (15Y) Related Metrics

Alpha (15Y) Upgrade
Beta (15Y) Upgrade
Alpha (vs YCharts Benchmark) (15Y) Upgrade
Beta (vs YCharts Benchmark) (15Y) Upgrade
Annualized Standard Deviation of Monthly Returns (15Y Lookback) Upgrade
Historical Sharpe Ratio (15Y) Upgrade
Max Drawdown (15Y) Upgrade
Monthly Value at Risk (VaR) 5% (15Y Lookback) Upgrade