First Trust Senior Loan Fund (FTSL)

46.38 +0.26 (+0.56%) USD  |  NASDAQ  |  Dec 20, 16:00
46.38 0.00 (0.00%) After-Hours: 20:00
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FTSL Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for FTSL.
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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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Nuveen Floating Rate Income Fund Upgrade
Invesco Senior Loan ETF Upgrade
SPDR Blackstone Senior Loan ETF Upgrade
Blackrock Debt Strategies Fund Inc Upgrade
Eaton Vance Senior Floating Rate Trust 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