Moderna Inc (MRNA)

54.63 +0.27 (+0.50%) USD  |  NASDAQ  |  Nov 01, 16:00
55.00 +0.37 (+0.68%) After-Hours: 20:00
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Moderna Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for MRNA.
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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
October 31, 2024 --
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
Oct 2024
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Maximum
Jul 2024
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Average
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Median
Aug 2024

Historical Sortino (5Y) Benchmarks

Eli Lilly and Co Upgrade
Merck & Co Inc Upgrade
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Amgen Inc Upgrade

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