Industrias Ch SAB de CV (ICHBF)

9.916 0.00 (0.00%) USD  |  OTCM  |  Dec 16, 16:00
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Industrias Ch 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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Sortino Ratio Definition

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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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Historical Sortino (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Cemex SAB de CV Upgrade
Grupo Simec SAB de CV Upgrade
GCC SAB de CV Upgrade
Vitro SAB de CV Upgrade
Corporacion Moctezuma SAB de CV --

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