JPMorgan Chase & Co. (JPM)

295.89 -4.84 (-1.61%) USD  |  NYSE  |  May 19, 16:00
296.16 +0.27 (+0.09%) After-Hours: 20:00
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JPMorgan Chase Historical Sortino (Since Inception)

Historical Sortino (Since Inception) 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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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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Bank of America Corp. Upgrade
Truist Financial Corp. Upgrade
Citigroup, Inc. Upgrade
Fifth Third Bancorp Upgrade
The PNC Financial Services Group, Inc. Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade