PT Indo Tambangraya Megah Tbk (ITAYY)

3.365 0.00 (0.00%) USD  |  OTCM  |  Nov 21, 16:00
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PT Indo Tambangraya Megah Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for ITAYY.
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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
Jun 2024
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Maximum
Aug 2024
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Average
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Median

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