Meituan (MPNGF)

12.84 -0.05 (-0.38%) USD  |  OTCM  |  Apr 15, 16:00
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Meituan Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for MPNGF.
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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
March 31, 2024 --
February 29, 2024 --
Date Value
January 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
Jan 2024
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Maximum
Mar 2024
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Average
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Median
Feb 2024

Historical Sortino (5Y) Benchmarks

JD.com Inc Upgrade
Li Auto Inc --
NIO Inc Upgrade
Boqii Holding 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