PT Indofood CBP Sukses Makmur Tbk (PIFFY)

16.29 0.00 (0.00%) USD  |  OTCM  |  Dec 16, 16:00
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PT Indofood CBP Sukses Makmur 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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PT Indofood Sukses Makmur Tbk Upgrade
PT Unilever Indonesia Tbk Upgrade
PT PP London Sumatra Indonesia Tbk --
PT Astra Agro Lestari Tbk Upgrade
PT Charoen Pokphand Indonesia Tbk --

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