Six Flags Entertainment Corp (FUN)

49.08 -0.56 (-1.13%) USD  |  NYSE  |  Dec 27, 16:00
49.11 +0.03 (+0.06%) Pre-Market: 20:00
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Six Flags Entertainment Historical Sortino (5Y)

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

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Historical Sortino (5Y) Benchmarks

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United Parks & Resorts Inc Upgrade
Parks! America Inc Upgrade
Xponential Fitness Inc --
Life Time Group Holdings Inc --
High Roller Technologies Inc --

Historical Sortino (5Y) Related Metrics

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