First Trust Multi-Asset Diversified Income Idx Fd (MDIV)

16.08 0.00 (0.00%) USD  |  NASDAQ  |  Dec 27, 16:00
16.02 -0.06 (-0.37%) After-Hours: 20:00
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MDIV Historical Sortino (5Y)

Historical Sortino (5Y) 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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Sortino Ratio Definition

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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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Historical Sortino (5Y) Benchmarks

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GraniteShares HIPS US High Income ETF Upgrade
Arrow Dow Jones Global Yield ETF Upgrade
First Trust Dorsey Wright DALI 1 ETF Upgrade
Monarch ProCap Index ETF --
Monarch Volume Factor Dividend Tree Index ETF --

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (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