First Trust NASDAQ Cln Edge Smart Grid Infra Ix Fd (GRID)

166.71 +0.81 (+0.49%) USD  |  NASDAQ  |  Apr 06, 16:00
166.81 +0.10 (+0.06%) After-Hours: 07:32
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GRID Historical Sortino (10Y)

Historical Sortino (10Y) Chart

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Sep '18
Jan '19
May '19
 
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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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iShares Global Infrastructure ETF Upgrade
FlexShares STOXX Global Broad Infrastructure Index Upgrade
State Street SPDR S&P Global Infrastructure ETF Upgrade
ProShares DJ Brookfield Global Infrastructure ETF Upgrade
Global X US Infrastructure Development ETF --

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