First Trust Global Tactical Commodity Strategy Fd (FTGC)

23.59 -0.02 (-0.08%) USD  |  NASDAQ  |  Dec 27, 16:00
23.58 0.00 (0.00%) After-Hours: 20:00
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FTGC Historical Sortino (Since Inception)

Historical Sortino (Since Inception) 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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Sortino Ratio Definition

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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

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abrdn Bloomberg All Commodity Strat K-1 Free ETF Upgrade
iShares S&P GSCI Commodity-Indexed Trust Upgrade
iShares Bloomberg Roll Select Commodity Strategy Upgrade
iShares Commodity Curve Carry Strategy ETF Upgrade
VanEck CMCI Commodity Strategy 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