Monolithic Power Systems Inc (MPWR)

597.70 -30.52 (-4.86%) USD  |  NASDAQ  |  Dec 18, 16:00
601.50 +3.80 (+0.64%) After-Hours: 06:54
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Monolithic Power Systems 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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Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
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Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
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Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade