9F Inc (JFU)

1.61 -0.02 (-1.23%) USD  |  NASDAQ  |  Nov 04, 16:00
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9F Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for JFU.
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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 --

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
Oct 2024
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Average
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Median
Oct 2024

Historical Sortino (5Y) Benchmarks

Baijiayun Group Ltd Upgrade
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Global Mofy AI Ltd --
Jiade 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