First Trust Small Cap Value AlphaDEX Fund (FYT)

61.55 +1.83 (+3.07%) USD  |  NASDAQ  |  Jan 21, 16:00
61.02 -0.53 (-0.86%) After-Hours: 20:00
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FYT Historical Sortino (15Y)

Historical Sortino (15Y) 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 (15Y) Range, Past 5 Years

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Historical Sortino (15Y) Benchmarks

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VictoryShares US SmCp High Div Vol Wtd ETF --
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VictoryShares Small Cap Free Cash Flow ETF --
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