Fidelity Nasdaq Composite Index ETF (ONEQ)

84.95 -0.97 (-1.13%) USD  |  NASDAQ  |  Apr 02, 10:15
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ONEQ Historical Sortino (10Y)

Historical Sortino (10Y) 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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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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First Trust NASDAQ-100 Select Equal Weight ETF Upgrade
First Trust Large Cap Growth AlphaDEX Fund Upgrade
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State Street SPDR Portfolio S&P 500 Growth ETF Upgrade
SP Funds S&P 500 Sharia Industry Exclusions ETF --

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (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