First Trust Small Cap Value AlphaDEX Fund (FYT)

58.33 -0.74 (-1.25%) USD  |  NASDAQ  |  Dec 12, 16:00
58.52 +0.19 (+0.33%) After-Hours: 20:00
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FYT Historical Sortino (10Y)

Historical Sortino (10Y) 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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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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VictoryShares US SmCp High Div Vol Wtd ETF Upgrade
VictoryShares Small Cap Free Cash Flow ETF --
WisdomTree US SmallCap Fund Upgrade
iShares Russell 2000 Value ETF Upgrade
First Trust Mid Cap Value AlphaDEX Fund Upgrade

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade