HISF Historical Sortino (5Y) Trends

First Trust High Income Strategic Focus ETF (HISF)

43.70 +0.06 (+0.13%) USD | NASDAQ | Jan 08, 16:00

View Historical Sortino (5Y) for HISF.
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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Alpha (5Y)	Upgrade
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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