Fidelity Yield Enhanced Equity ETF (FYEE)

26.37 -0.05 (-0.21%) USD  |  BATS  |  Nov 04, 16:00
More

FYEE Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for FYEE.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (Since Inception) Data

View and export this data back to . Upgrade now.
Date Value

Sortino Ratio Definition

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

Read full definition.

Historical Sortino (Since Inception) Range, Past 5 Years

--
Minimum
--
Maximum
--
Average
--
Median

Historical Sortino (Since Inception) Benchmarks

Global X S&P 500 ESG Covered Call ETF Upgrade
Swan Enhanced Dividend Income ETF --
Fidelity Dynamic Buffered Equity ETF --
NYLI Global Equity R&D Leaders ETF Upgrade
Nuveen Global Net Zero Transition 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
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade