First Trust Intermediate Government Oppty ETF (MGOV)

19.74 -0.06 (-0.30%) USD  |  NYSEARCA  |  Dec 20, 16:00
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MGOV 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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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 (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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FlexShares Disciplined Duration MBS Index Fund Upgrade
JPMorgan BetaBuilders US Treasury Bond 3-10 Yr ETF Upgrade
Academy Veteran Impact ETF Upgrade
Blackrock Enhanced Government Fund Inc Upgrade
Schwab Mortgage-Backed Securities ETF --

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (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