First Trust Consumer Discretionary AlphaDEX Fund (FXD)

65.54 +1.00 (+1.55%) USD  |  NYSEARCA  |  Dec 20, 16:00
65.83 +0.29 (+0.44%) After-Hours: 20:00
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FXD Historical Sortino (Since Inception)

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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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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SPDR S&P Homebuilders ETF Upgrade
iShares US Home Construction ETF Upgrade
Invesco S&P 500 Eql Wght Con DiscrtN ETF Upgrade
Defiance Hotel Airline and Cruise ETF Upgrade
Themes European Luxury 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
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade