First Trust Industrials/Producer Drbls AlphaDEX Fd (FXR)

75.56 +0.63 (+0.84%) USD  |  NYSEARCA  |  Dec 20, 16:00
76.19 +0.63 (+0.83%) After-Hours: 20:00
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FXR 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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iShares US Aerospace & Defense ETF Upgrade
Invesco Aerospace & Defense ETF Upgrade
Vanguard Industrials Index Fund ETF Upgrade
Fidelity MSCI Industrials Index ETF Upgrade
VanEck Environmental Services ETF 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