Highest Performances Holdings Inc (HPH)

0.3261 -0.01 (-4.09%) USD  |  NASDAQ  |  Nov 15, 16:00
0.3255 0.00 (0.00%) After-Hours: 20:00
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Highest Performances Holdings Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for HPH.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

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Date Value
October 31, 2024 --
September 30, 2024 --
August 31, 2024 --
Date Value
July 31, 2024 --
June 30, 2024 --
May 31, 2024 --

Sortino Ratio Definition

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

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Historical Sortino (5Y) Range, Past 5 Years

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Minimum
Oct 2024
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Maximum
May 2024
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Average
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Median

Historical Sortino (5Y) Benchmarks

Tian Ruixiang Holdings Ltd --
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Top KingWin Ltd --

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (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