Fidelity MSCI Utilities Index ETF (FUTY)

48.96 0.00 (0.00%) USD  |  NYSEARCA  |  Jan 08, 16:00
48.96 0.00 (0.00%) After-Hours: 20:00
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FUTY 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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iShares US Utilities ETF Upgrade
Vanguard Utilities Index Fund ETF Upgrade
Utilities Select Sector SPDR Fund Upgrade
Reaves Utility Income Fund Upgrade
DNP Select Income Fund Inc Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (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