First Trust Indxx NextG ETF Fund (NXTG.TO)

15.15 +0.06 (+0.40%) CAD  |  TSX  |  Jan 14, 16:00
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NXTG.TO Historical Sortino (10Y)

Historical Sortino (10Y) Chart

View Historical Sortino (10Y) for NXTG.TO.
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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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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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iShares Global Electric and Autonomous Vhc Idx ETF --
Global X Equal Wght Can Groceries & Stpls Idx ETF --
BMO SPDR Consumer Discretionary Sel Sectr Idx ETF --
BMO SPDR Industrials Select Sector Index ETF --
iShares S&P/TSX Capped Consumer Staples Index ETF Upgrade

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade