First Trust Small Cap Core AlphaDEX Fund (FYX)

129.00 -0.64 (-0.49%) USD  |  NASDAQ  |  May 19, 16:00
129.00 0.00 (0.00%) After-Hours: 19:40
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FYX Historical Sortino (Since Inception)

Historical Sortino (Since Inception) 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 (Since Inception) Range, Past 5 Years

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Median

Historical Sortino (Since Inception) Benchmarks

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iShares Russell 2000 ETF Upgrade
iShares Russell 2500 ETF Upgrade
Invesco RAFI US 1500 Small-Mid ETF Upgrade
iShares Russell 2000 Value ETF Upgrade
Invesco Dorsey Wright SmallCap Momentum 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
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade