First Trust Long/Short Equity ETF (FTLS.TO)

22.40 -0.08 (-0.36%) CAD  |  TSX  |  Jun 10, 16:00
More

FTLS.TO Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for FTLS.TO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sortino (Since Inception) Chart
Start Trial

Historical Historical Sortino (Since Inception) Data

View and export this data back to . Start Trial.
Date Value

Historical Sortino Ratio Definition

Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

Read full definition.

Historical Sortino (Since Inception) Range, Past 5 Years

View Historical Sortino (Since Inception) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (Since Inception) Benchmarks

View Historical Sortino (Since Inception) Benchmarks
Start Trial
Mackenzie Canadian High Dividend Yield ETF --
Mackenzie US High Dividend Yield ETF --
Arrow EC Equity Advantage Alternative Fund ETF Upgrade
Hamilton Enhanced Canadian Financials ETF Upgrade
Hamilton Enhanced U.S. Equity DayMAX™ ETF --

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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade