FTHY Historical Sortino (Since Inception) Analysis

First Trust High Yield Opportunities 2027 Term Fund (FTHY)

14.15 +0.06 (+0.43%) USD | NYSE | Dec 26, 16:00

14.15 0.00 (0.00%) After-Hours: 19:00

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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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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Minimum

Maximum

Average

Median

Historical Sortino (Since Inception) Benchmarks

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Credit Suisse Asset Management Income Fund Inc.	Upgrade
Credit Suisse High Yield Credit Fund	Upgrade
BlackRock Limited Duration Income Trust	Upgrade
Neuberger High Yield Strategies Fund Inc.	Upgrade
Invesco High Income Trust II	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