Japan Petroleum Exploration Co Ltd (JPTXF)

7.10 0.00 (0.00%) USD  |  OTCM  |  Nov 13, 16:00
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Japan Petroleum Exploration Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for JPTXF.
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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 --
June 30, 2024 --
Date Value
May 31, 2024 --
April 30, 2024 --
March 31, 2024 --
February 29, 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
Sep 2024
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Maximum
Feb 2024
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Average
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Median

Historical Sortino (5Y) Benchmarks

ENEOS Holdings Inc Upgrade
Inpex Corp Upgrade
Idemitsu Kosan Co Ltd Upgrade
Fuji Oil Co Ltd --
Cosmo Energy Holdings Co 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