Inverite Insights Inc (INVR.CX)

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Inverite Insights Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for INVR.CX.
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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
September 30, 2024 --
August 31, 2024 --
July 31, 2024 --
Date Value
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
Aug 2024
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Maximum
Jun 2024
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Average
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Median
May 2024

Historical Sortino (5Y) Benchmarks

First National Financial Corp Upgrade
Chesswood Group Ltd Upgrade
MCAN Financial Group Upgrade
Starrex International Ltd Upgrade
Prophecy DeFi Inc Upgrade

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