Mexico Fund Inc (MXF)

13.69 +0.13 (+0.96%) USD  |  NYSE  |  Jan 07, 16:00
13.63 -0.06 (-0.44%) After-Hours: 20:00
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MXF 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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Mexico Equity and Income Fund Inc Upgrade
iShares MSCI Mexico ETF Upgrade
Franklin FTSE Mexico ETF Upgrade
Aberdeen Australia Equity Fund Inc Upgrade
Swiss Helvetia Fund Inc Upgrade

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