First Trust Materials AlphaDEX Fund (FXZ)
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(+0.71%)
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Dec 20, 16:00
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FXZ Historical Sortino (Since Inception)
Historical Sortino (Since Inception) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
Sortino Ratio Definition
The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.
Historical Sortino (Since Inception) Range, Past 5 Years
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Minimum
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Maximum
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Average
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Median