PT Indo Tambangraya Megah Tbk (ITAYY)

2.965 -0.30 (-9.05%) USD  |  OTCM  |  Nov 04, 16:00
More

PT Indo Tambangraya Megah Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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

Historical Historical Sortino (5Y) Data

View and export this data back to 2024. Upgrade now.
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.

Read full definition.

Historical Sortino (5Y) Range, Past 5 Years

Upgrade
Minimum
Jun 2024
Upgrade
Maximum
Aug 2024
Upgrade
Average
Upgrade
Median
Jul 2024

Historical Sortino (5Y) Benchmarks

PT Bukit Asam Tbk Upgrade
PT Medco Energi Internasional Tbk --
PT AKR Corporindo Tbk --
Indonesia Energy Corp Ltd --
PT Energi Mega Persada Tbk --

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