First Trust Small Cap Core AlphaDEX Fund (FYX)

117.54 -1.88 (-1.58%) USD  |  NASDAQ  |  Mar 27, 16:00
117.37 -0.17 (-0.14%) After-Hours: 20:00
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FYX Historical Sortino (5Y)

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

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Historical Sortino (5Y) Benchmarks

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iShares Russell 2000 ETF Upgrade
JPMorgan Diversified Return US Small Cp Equity ETF Upgrade
iShares Russell 2500 ETF Upgrade
Invesco Russell 2000 Dynamic Multifactor ETF Upgrade
Invesco RAFI US 1500 Small-Mid ETF Upgrade

Historical Sortino (5Y) Related Metrics

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